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
SA6JMFGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524154
Bloomberg ID
BBG00THTTT63
Last Value
240.1
-4.02 (-1.65%)
As of CET
Week to Week Change
-2.47%
52 Week Change
34.70%
Year to Date Change
19.94%
Daily Low
240.1
Daily High
240.1
52 Week Low
173.04 — 21 Oct 2022
52 Week High
251.05 — 19 Sep 2023
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 |
| Inpex Corp. | Energy | JP |
| KDDI Corp. | Telecommunications | 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 |
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Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
13.06%
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%