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
SA6JLRP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523917
Last Value
194.51
+2.20 (+1.14%)
As of
CETWeek to Week Change
-0.14%
52 Week Change
8.87%
Year to Date Change
0.20%
Daily Low
193.22
Daily High
194.9
52 Week Low
178.66 — 1 May 2023
52 Week High
207.24 — 22 Mar 2024
Top 10 Components
SOFTBANK | JP |
Toyota Motor Corp. | JP |
JAPAN POST BANK | JP |
East Japan Railway Co. | JP |
Secom Co. Ltd. | JP |
Bridgestone Corp. | JP |
ANA HOLDINGS | JP |
Kyocera Corp. | JP |
FUJIFILM Holdings Corp. | JP |
JSR Corp. | JP |
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