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
SA6JVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523164
Last Value
227.02
+1.64 (+0.73%)
As of
CETWeek to Week Change
0.54%
52 Week Change
28.88%
Year to Date Change
5.55%
Daily Low
227.02
Daily High
227.02
52 Week Low
173.74 — 21 Mar 2023
52 Week High
227.12 — 31 Jan 2024
Top 10 Components
Mitsui & Co. Ltd. | JP |
Central Japan Railway Co. | JP |
TOKYO ELECTRIC POWER CO. HLDG. | JP |
RENESAS ELECTRONICS | JP |
Inpex Corp. | 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
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