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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Top 10 Components
|Secom Co. Ltd.||Industrial Goods and Services||JP|
|East Japan Railway Co.||Industrial Goods and Services||JP|
|Toyota Motor Corp.||Automobiles and Parts||JP|
|JAPAN POST BANK||Banks||JP|
|FUJIFILM Holdings Corp.||Technology||JP|
|Takeda Pharmaceutical Co. Ltd.||Health Care||JP|
|Bridgestone Corp.||Automobiles and Parts||JP|
|MITSUBISHI HC CAPITAL||Financial Services||JP|