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
SAW1SZP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259810
Last Value
295.41
+5.30 (+1.83%)
As of CET
Week to Week Change
4.18%
52 Week Change
33.40%
Year to Date Change
24.77%
Daily Low
290.86
Daily High
295.48
52 Week Low
220.46 — 28 Nov 2023
52 Week High
291.13 — 22 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$684.87
+2.49
1Y Return
24.92%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€508.47
+5.93
1Y Return
10.91%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$464.95
+2.00
1Y Return
32.46%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$343.67
+1.57
1Y Return
25.95%
1Y Volatility
0.10%
STOXX® World AC All Cap - USD (Gross Return)
$10945.98
+42.18
1Y Return
25.63%
1Y Volatility
0.10%