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
00:00-22:15 CET
ISIN
CH0512259075
Last Value
203.34
+0.26 (+0.13%)
As of CET
Week to Week Change
0.83%
52 Week Change
9.86%
Year to Date Change
3.93%
Daily Low
203.23
Daily High
203.5
52 Week Low
168.87 — 27 Oct 2023
52 Week High
210.66 — 28 Mar 2024
Top 10 Components
| VERTIV HOLDINGS A | US |
| VISTRA | US |
| TARGA RESOURCES | US |
| CLOUDFLARE A | US |
| AXON ENTERPRISE | US |
| Western Digital Corp. | US |
| Steel Dynamics Inc. | US |
| FIRST CITIZENS BANSHARES A | US |
| PTC INC | US |
| NetApp Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$605.94
+1.29
1Y Return
18.52%
1Y Volatility
0.10%
STOXX® Europe 600
€505.15
+1.94
1Y Return
9.22%
1Y Volatility
0.10%
STOXX® USA 500
$390.6
+3.71
1Y Return
24.54%
1Y Volatility
0.12%
STOXX® Global Total Market
$303.48
+2.56
1Y Return
20.16%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9686.11
+96.01
1Y Return
19.61%
1Y Volatility
0.10%