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
SAW1SZV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259455
Last Value
255.04
+2.19 (+0.87%)
As of CET
Week to Week Change
2.31%
52 Week Change
16.51%
Year to Date Change
8.15%
Daily Low
255.04
Daily High
255.04
52 Week Low
203.08 — 27 Oct 2023
52 Week High
255.04 — 15 May 2024
Top 10 Components
| VERTIV HOLDINGS A | US |
| VISTRA | US |
| TARGA RESOURCES | US |
| Western Digital Corp. | US |
| STERIS | US |
| NetApp Inc. | US |
| AXON ENTERPRISE | US |
| Steel Dynamics Inc. | US |
| BROWN & BROWN | US |
| FIRST CITIZENS BANSHARES A | US |
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