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.
Top 10 Components
|Japan Tobacco Inc.||Food, Beverage and Tobacco||JP|
|Secom Co. Ltd.||Industrial Goods and Services||JP|
|Transurban Group||Industrial Goods and Services||AU|
|JAPAN POST BANK||Banks||JP|
|Brambles Ltd.||Industrial Goods and Services||AU|
|East Japan Railway Co.||Industrial Goods and Services||JP|
|Oversea-Chinese Banking Corp.||Banks||SG|
|JAPAN POST HOLDINGS||Insurance||JP|
|CSL Ltd.||Health Care||AU|