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
SA6JSZL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523909
Last Value
158.79
-0.73 (-0.46%)
As of CET
Week to Week Change
-2.22%
52 Week Change
12.41%
Year to Date Change
5.18%
Daily Low
157.87
Daily High
159.55
52 Week Low
131.31 — 21 Oct 2022
52 Week High
163.12 — 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 |
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Low
High
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1Y Return
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1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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STOXX® Global 1800 Ax Momentum
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STOXX® Europe 600 Ax Size
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1Y Volatility
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