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
SAW1SZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259984
Bloomberg
SAW1SZGV INDEX
Last Value
298.85
-2.13 (-0.71%)
As of CET
Week to Week Change
-1.77%
52 Week Change
21.52%
Year to Date Change
20.11%
Daily Low
298.85
Daily High
298.85
52 Week Low
243.38 — 17 Jan 2024
52 Week High
306.35 — 6 Dec 2024
Top 10 Components
| APPLOVIN A | US |
| GARTNER 'A' | US |
| CLOUDFLARE A | US |
| Ansys Inc. | US |
| AXON ENTERPRISE | US |
| GODADDY CL.A | US |
| FIRST CITIZENS BANSHARES A | US |
| TEXAS PACIFIC LAND CORP | US |
| SMURFIT WESTROCK | US |
| TYLER TECHNOLOGIES | US |
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