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
SAW1SZL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259075
Last Value
232.13
+1.85 (+0.80%)
As of CET
Week to Week Change
2.31%
52 Week Change
27.30%
Year to Date Change
18.64%
Daily Low
230.12
Daily High
232.19
52 Week Low
182.35 — 22 Nov 2023
52 Week High
232.28 — 12 Nov 2024
Top 10 Components
| APPLOVIN A | US |
| GARTNER 'A' | US |
| TEXAS PACIFIC LAND CORP | US |
| CLOUDFLARE A | US |
| Ansys Inc. | US |
| FIRST CITIZENS BANSHARES A | US |
| AXON ENTERPRISE | US |
| SMURFIT WESTROCK | US |
| BROWN & BROWN | US |
| GODADDY CL.A | US |
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