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
SAW1SZGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259125
Last Value
337.63
+4.99 (+1.50%)
As of CET
Week to Week Change
3.06%
52 Week Change
17.85%
Year to Date Change
12.15%
Daily Low
337.63
Daily High
337.63
52 Week Low
267.71 — 30 Oct 2023
52 Week High
337.63 — 16 Jul 2024
Top 10 Components
| GARTNER 'A' | US |
| VERTIV HOLDINGS A | US |
| ALNYLAM PHARMACEUTICALS | US |
| TARGA RESOURCES | US |
| Ansys Inc. | US |
| NetApp Inc. | US |
| Iron Mountain Inc. | US |
| TERADYNE | US |
| CLOUDFLARE A | US |
| Western Digital Corp. | US |
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Low
High
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