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
SAW1SZL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259075
Last Value
224.44
+2.44 (+1.10%)
As of CET
Week to Week Change
-2.78%
52 Week Change
14.58%
Year to Date Change
14.71%
Daily Low
221.11
Daily High
225.49
52 Week Low
191.36 — 17 Jan 2024
52 Week High
236.61 — 9 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.41
-0.34
1Y Return
16.72%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.91
+0.72
1Y Return
5.08%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$459.16
-1.27
1Y Return
24.53%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$338.77
+1.94
1Y Return
16.95%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10797.38
-4.74
1Y Return
18.09%
1Y Volatility
0.11%