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
SAW1SZR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259224
Last Value
315.38
-3.79 (-1.19%)
As of CET
Week to Week Change
1.84%
52 Week Change
15.90%
Year to Date Change
10.52%
Daily Low
315.38
Daily High
315.38
52 Week Low
253.97 — 30 Oct 2023
52 Week High
319.17 — 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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