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
SA6JQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524089
Last Value
304.12
+2.45 (+0.81%)
As of
CETWeek to Week Change
2.36%
52 Week Change
6.87%
Year to Date Change
10.47%
Daily Low
297.7
Daily High
297.7
52 Week Low
265.43 — 21 Oct 2022
52 Week High
304.12 — 1 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 |
Nintendo Co. Ltd. | Consumer Products and Services | JP |
SUBARU CORPORATION | Automobiles and Parts | JP |
Daito Trust Construction Co. L | Real Estate | JP |
RECRUIT HOLDINGS | Industrial Goods and Services | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€271.58
-0.99
1Y Return
6.98%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€571.2
-6.88
1Y Return
7.40%
1Y Volatility
0.17%
STOXX® Global 1800 Ax Momentum
$271.31
-0.70
1Y Return
16.26%
1Y Volatility
0.14%
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%