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
306.15
+2.49 (+0.82%)
As of CET
Week to Week Change
1.56%
52 Week Change
16.04%
Year to Date Change
7.28%
Daily Low
306.15
Daily High
306.15
52 Week Low
253.97 — 30 Oct 2023
52 Week High
312.42 — 28 Mar 2024
Top 10 Components
| VERTIV HOLDINGS A | US |
| VISTRA | US |
| TARGA RESOURCES | US |
| Western Digital Corp. | US |
| STERIS | US |
| AXON ENTERPRISE | US |
| NetApp Inc. | US |
| Steel Dynamics Inc. | US |
| Markel Group Inc. | US |
| FIRST CITIZENS BANSHARES A | US |
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Low
High
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