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
22:30-22:30 CET
ISIN
CH0512259455
Last Value
283.21
+1.60 (+0.57%)
As of CET
Week to Week Change
4.56%
52 Week Change
34.85%
Year to Date Change
20.09%
Daily Low
283.21
Daily High
283.21
52 Week Low
210.02 — 9 Nov 2023
52 Week High
283.21 — 8 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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