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
00:00-22:15 CET
ISIN
CH0512259810
Last Value
255.97
-0.58 (-0.23%)
As of
CETWeek to Week Change
-0.72%
52 Week Change
10.12%
Year to Date Change
8.11%
Daily Low
255.92
Daily High
256.65
52 Week Low
211.17 — 30 Oct 2023
52 Week High
262.56 — 16 Jul 2024
Top 10 Components
GARTNER 'A' | US |
ALNYLAM PHARMACEUTICALS | US |
VERTIV HOLDINGS A | US |
TARGA RESOURCES | US |
Ansys Inc. | US |
NetApp Inc. | US |
Iron Mountain Inc. | US |
FIRST CITIZENS BANSHARES A | US |
NVR Inc. | US |
BROWN & BROWN | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$641.21
+6.10
1Y Return
15.53%
1Y Volatility
0.10%
STOXX® Europe 600
€512.83
+4.20
1Y Return
8.71%
1Y Volatility
0.10%
STOXX® USA 500
$420.99
+4.68
1Y Return
19.90%
1Y Volatility
0.12%
STOXX® Global Total Market
$320.13
-2.03
1Y Return
15.87%
1Y Volatility
0.10%
STOXX® World AC All Cap
$10276.06
+93.73
1Y Return
16.33%
1Y Volatility
0.10%