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
SA6JVAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523230
Last Value
144.81
-0.71 (-0.49%)
As of
CETWeek to Week Change
-0.61%
52 Week Change
25.86%
Year to Date Change
3.24%
Daily Low
144.36
Daily High
145.63
52 Week Low
113.97 — 21 Mar 2023
52 Week High
147.01 — 31 Jan 2024
Top 10 Components
Mitsui & Co. Ltd. | JP |
Central Japan Railway Co. | JP |
TOKYO ELECTRIC POWER CO. HLDG. | JP |
Inpex Corp. | JP |
RENESAS ELECTRONICS | JP |
Honda Motor Co. Ltd. | JP |
JFE Holdings Inc. | JP |
Nissan Motor Co. Ltd. | JP |
Idemitsu Kosan Co. Ltd. | JP |
Mazda Motor Corp. | JP |
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Low
High
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