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|
|NIPPON STEEL||Basic Resources||JP|
|CK HUTCHISON HOLDINGS||Industrial Goods and Services||HK|
|Nippon Yusen K.K.||Industrial Goods and Services||JP|
|Mitsui O.S.K. Lines Ltd.||Industrial Goods and Services||JP|
|Marubeni Corp.||Industrial Goods and Services||JP|
|Tokyo Gas Co. Ltd.||Utilities||JP|
|Sekisui House Ltd.||Consumer Products and Services||JP|
|Daito Trust Construction Co. L||Real Estate||JP|
|Mazda Motor Corp.||Automobiles and Parts||JP|