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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JEVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523503
Last Value
167.58
-1.38 (-0.82%)
As of
CETWeek to Week Change
-1.06%
52 Week Change
20.43%
Year to Date Change
3.64%
Daily Low
167.34
Daily High
169.44
52 Week Low
136.6399 — 21 Mar 2023
52 Week High
171.23 — 19 Sep 2023
Top 10 Components
Central Japan Railway Co. | JP |
Inpex Corp. | JP |
Honda Motor Co. Ltd. | JP |
RENESAS ELECTRONICS | JP |
Chubu Electric Power Co. Inc. | JP |
Nissan Motor Co. Ltd. | JP |
JFE Holdings Inc. | JP |
Orix Corp. | JP |
Mazda Motor Corp. | JP |
PANASONIC HOLDINGS | JP |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€209.19
+0.44
1Y Return
18.29%
1Y Volatility
0.12%
DAX 50 ESG
€2461.67
+29.03
1Y Return
13.03%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€189.15
+0.22
1Y Return
8.58%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$364.97
+3.24
1Y Return
23.09%
1Y Volatility
0.13%
STOXX® Global ESG Leaders
$148.62
+0.21
1Y Return
2.67%
1Y Volatility
0.14%