Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539522976
Last Value
157.62
+1.96 (+1.26%)
As of CET
Week to Week Change
4.78%
52 Week Change
14.63%
Year to Date Change
16.61%
Daily Low
154.26
Daily High
157.67
52 Week Low
125.03 — 21 Oct 2022
52 Week High
157.6 — 6 Jun 2023
Top 10 Components
| RENESAS ELECTRONICS | Technology | JP |
| Mitsui & Co. Ltd. | Industrial Goods and Services | JP |
| Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
| Honda Motor Co. Ltd. | Automobiles and Parts | JP |
| Kajima Corp. | Construction and Materials | JP |
| Marubeni Corp. | Industrial Goods and Services | JP |
| SONY GROUP CORP. | Consumer Products and Services | JP |
| TOKYO ELECTRIC POWER CO. HLDG. | Utilities | JP |
| Mazda Motor Corp. | Automobiles and Parts | JP |
| AISIN | Automobiles and Parts | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€279.42
-0.27
1Y Return
0.90%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€558.69
-2.69
1Y Return
3.41%
1Y Volatility
0.21%
STOXX® Global 1800 Ax Momentum
$265.57
+0.54
1Y Return
-1.88%
1Y Volatility
0.19%
STOXX® Global 1800 ESG-X Ax Momentum
$266.65
+0.42
1Y Return
-5.01%
1Y Volatility
0.20%
STOXX® Europe 600 Ax Size
€185.51
+0.23
1Y Return
-3.85%
1Y Volatility
0.18%