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
193.45
+2.63 (+1.38%)
As of
CETWeek to Week Change
3.74%
52 Week Change
34.95%
Year to Date Change
14.00%
Daily Low
190.42
Daily High
193.45
52 Week Low
142.11 — 26 Apr 2023
52 Week High
193.45 — 12 Apr 2024
Top 10 Components
Mitsui & Co. Ltd. | JP |
Central Japan Railway Co. | JP |
TOKYO ELECTRIC POWER CO. HLDG. | JP |
RENESAS ELECTRONICS | JP |
Inpex Corp. | JP |
Honda Motor Co. Ltd. | JP |
JFE Holdings Inc. | JP |
Nissan Motor Co. Ltd. | JP |
Idemitsu Kosan Co. Ltd. | JP |
Mazda Motor Corp. | JP |
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Low
High
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