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
|Ajinomoto Co. Inc.||Food, Beverage and Tobacco||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|