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
SA6JVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539522976
Last Value
184.96
-1.07 (-0.58%)
As of
CETWeek to Week Change
3.09%
52 Week Change
30.76%
Year to Date Change
8.99%
Daily Low
184.96
Daily High
184.96
52 Week Low
140.11 — 21 Mar 2023
52 Week High
186.03 — 19 Mar 2024
Top 10 Components
Mitsui & Co. Ltd. | JP |
Central Japan Railway Co. | JP |
RENESAS ELECTRONICS | JP |
TOKYO ELECTRIC POWER CO. HLDG. | JP |
JFE Holdings Inc. | JP |
Honda Motor Co. Ltd. | JP |
Nissan Motor Co. Ltd. | JP |
Inpex Corp. | JP |
Mazda Motor Corp. | JP |
Idemitsu Kosan Co. Ltd. | JP |
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Low
High
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