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
SA6JMFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539524311
Last Value
238.48
-3.53 (-1.46%)
As of CET
Week to Week Change
-5.05%
52 Week Change
20.28%
Year to Date Change
5.92%
Daily Low
238.05
Daily High
241.94
52 Week Low
195.18 — 28 Apr 2023
52 Week High
252.88 — 12 Apr 2024
Top 10 Components
| Sumitomo Corp. | JP |
| Japan Tobacco Inc. | JP |
| Inpex Corp. | JP |
| NIPPON STEEL | JP |
| Sekisui House Ltd. | JP |
| Daito Trust Construction Co. L | JP |
| KDDI Corp. | JP |
| AGC | JP |
| NITERRA | JP |
| Sumitomo Forestry Co. Ltd. | JP |
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Low
High
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