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
176.2
-1.27 (-0.72%)
As of CET
Week to Week Change
-1.41%
52 Week Change
23.64%
Year to Date Change
3.83%
Daily Low
175.93
Daily High
177.92
52 Week Low
140.11 — 21 Mar 2023
52 Week High
179.19 — 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
High
Featured indices
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€306.27
-3.67
1Y Return
10.05%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
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1Y Volatility
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STOXX® Global 1800 Ax Momentum
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1Y Volatility
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STOXX® Global 1800 ESG-X Ax Momentum
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1Y Volatility
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STOXX® Europe 600 Ax Size
€196.6
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1Y Return
5.36%
1Y Volatility
0.12%