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
SA6JQUP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539524014
Last Value
255.87
+2.27 (+0.90%)
As of CET
Week to Week Change
-0.63%
52 Week Change
5.40%
Year to Date Change
9.57%
Daily Low
253.37
Daily High
256.22
52 Week Low
225.77 — 21 Oct 2022
52 Week High
258.61 — 6 Sep 2023
Top 10 Components
| Chugai Pharmaceutical Co. Ltd. | Health Care | JP |
| Tokyo Electron Ltd. | Technology | JP |
| Nippon Yusen K.K. | Industrial Goods and Services | JP |
| Inpex Corp. | Energy | JP |
| KDDI Corp. | Telecommunications | JP |
| Disco Corp. | Technology | JP |
| SUBARU CORPORATION | Automobiles and Parts | JP |
| RECRUIT HOLDINGS | Industrial Goods and Services | JP |
| Nintendo Co. Ltd. | Consumer Products and Services | JP |
| Daito Trust Construction Co. L | Real Estate | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€278.06
+0.05
1Y Return
11.43%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€575.66
+5.23
1Y Return
5.30%
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%