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
SA6JSZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524139
Bloomberg ID
BBG00THTTTT8
Last Value
200.69
+1.50 (+0.75%)
As of CET
Week to Week Change
3.42%
52 Week Change
14.30%
Year to Date Change
7.76%
52 Week Low
161.56 — 21 Oct 2022
52 Week High
203.66 — 14 Jun 2023
Top 10 Components
| Asics Corp. | Consumer Products and Services | JP |
| FUJI ELECTRIC | Industrial Goods and Services | JP |
| Uni-Charm Corp. | Personal Care, Drug and Grocery Stores | JP |
| Yokogawa Electric Corp. | Industrial Goods and Services | JP |
| PANASONIC HOLDINGS | Consumer Products and Services | JP |
| Fukuoka Financial Group Inc. | Banks | JP |
| Sojitz Corp. | Industrial Goods and Services | JP |
| Tobu Railway Co. Ltd. | Industrial Goods and Services | JP |
| USS Co. Ltd. | Consumer Products and Services | JP |
| Odakyu Electric Railway Co. Lt | Travel and Leisure | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
12.00%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
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1Y Return
5.69%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$273.85
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1Y Return
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1Y Volatility
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STOXX® Global 1800 ESG-X Ax Momentum
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1Y Return
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1Y Volatility
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STOXX® Europe 600 Ax Size
€177.93
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1Y Return
12.03%
1Y Volatility
0.15%