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.
Top 10 Components
|Sumitomo Corp.||Industrial Goods and Services||JP|
|Japan Tobacco Inc.||Food, Beverage and Tobacco||JP|
|Mitsui O.S.K. Lines Ltd.||Industrial Goods and Services||JP|
|Sekisui House Ltd.||Consumer Products and Services||JP|
|NIPPON STEEL||Basic Resources||JP|
|Daito Trust Construction Co. L||Real Estate||JP|
|SBI Holdings Inc.||Financial Services||JP|
|Sumitomo Forestry Co. Ltd.||Consumer Products and Services||JP|