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
SA6JLRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524030
Bloomberg ID
BBG00THTTT90
Last Value
193.62
-1.09 (-0.56%)
As of CET
Week to Week Change
-1.74%
52 Week Change
20.18%
Year to Date Change
9.15%
Daily Low
193.62
Daily High
193.62
52 Week Low
157.79 — 21 Oct 2022
52 Week High
201.33 — 19 Sep 2023
Top 10 Components
| SOFTBANK | Telecommunications | JP |
| Secom Co. Ltd. | Industrial Goods and Services | JP |
| Toyota Motor Corp. | Automobiles and Parts | JP |
| East Japan Railway Co. | Industrial Goods and Services | JP |
| Kyocera Corp. | Technology | JP |
| JAPAN POST BANK | Banks | JP |
| ANA HOLDINGS | Travel and Leisure | JP |
| NEC Corp. | Technology | JP |
| MITSUBISHI HC CAPITAL | Financial Services | JP |
| FUJIFILM Holdings Corp. | Technology | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
12.00%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%