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
SA6JVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523263
Bloomberg ID
BBG00THTTTD5
Last Value
168.38
+0.27 (+0.16%)
As of
CETWeek to Week Change
1.17%
52 Week Change
21.65%
Year to Date Change
18.65%
Daily Low
168.38
Daily High
168.38
52 Week Low
120.35 — 21 Oct 2022
52 Week High
168.38 — 12 Jun 2023
Top 10 Components
Mitsui & Co. Ltd. | Industrial Goods and Services | JP |
Honda Motor Co. Ltd. | Automobiles and Parts | JP |
Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
RENESAS ELECTRONICS | Technology | JP |
JFE Holdings Inc. | Basic Resources | JP |
TOKYO ELECTRIC POWER CO. HLDG. | Utilities | JP |
Mazda Motor Corp. | Automobiles and Parts | JP |
Inpex Corp. | Energy | JP |
Kajima Corp. | Construction and Materials | JP |
AISIN | Automobiles and Parts | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€279.99
-0.63
1Y Return
12.22%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€572.18
-0.42
1Y Return
6.29%
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
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%