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
SA6JMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523818
Last Value
279.53
+0.24 (+0.09%)
As of CET
Week to Week Change
2.77%
52 Week Change
23.41%
Year to Date Change
19.66%
Daily Low
279.53
Daily High
279.53
52 Week Low
218.78 — 21 Oct 2022
52 Week High
279.5299 — 7 Sep 2023
Top 10 Components
| Disco Corp. | Technology | JP |
| 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 |
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Low
High
Featured indices
STOXX® International Equity Factor
€280.4
-0.22
1Y Return
9.07%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€574.24
+1.64
1Y Return
5.97%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$274.65
-4.06
1Y Return
13.37%
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
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%