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
SAW1SZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259125
Last Value
365.66
+0.21 (+0.06%)
As of CET
Week to Week Change
0.67%
52 Week Change
-3.86%
Year to Date Change
-1.84%
Daily Low
365.66
Daily High
365.66
52 Week Low
309.99 — 7 Apr 2025
52 Week High
388.65 — 10 Feb 2025
Top 10 Components
| CLOUDFLARE A | US |
| INSMED | US |
| Arch Capital Group Ltd. | US |
| KEYSIGHT TECHNOLOGIES | US |
| Prudential Financial Inc. | US |
| AMADEUS IT GROUP | ES |
| SANDOZ GROUP | CH |
| COMFORT SYS.USA | US |
| NATERA | US |
| TERADYNE | US |
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