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
SA6JMOGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523727
Bloomberg ID
BBG00THTTTF3
Last Value
235.43
+0.14 (+0.06%)
As of CET
Week to Week Change
0.78%
52 Week Change
30.06%
Year to Date Change
20.39%
52 Week Low
167.8899 — 13 Oct 2022
52 Week High
236.04 — 4 Sep 2023
Top 10 Components
| Ajinomoto Co. Inc. | Food, Beverage and Tobacco | JP |
| Disco Corp. | Technology | JP |
| Mitsubishi Heavy Industries Lt | Industrial Goods and Services | JP |
| Mitsubishi Corp. | Industrial Goods and Services | JP |
| Marubeni Corp. | Industrial Goods and Services | JP |
| Mitsubishi UFJ Financial Group | Banks | JP |
| Orix Corp. | Financial Services | JP |
| Hitachi Ltd. | Industrial Goods and Services | JP |
| CAPCOM | Consumer Products and Services | JP |
| Kobe Steel Ltd. | Basic Resources | JP |
Zoom
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%