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
SAW1SZP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259810
Last Value
289.5
+0.86 (+0.30%)
As of CET
Week to Week Change
-1.84%
52 Week Change
8.47%
Year to Date Change
4.72%
Daily Low
289.29
Daily High
290.06
52 Week Low
238.17 — 7 Apr 2025
52 Week High
300.14 — 3 Mar 2026
Top 10 Components
| SANDISK CORP | US |
| CLOUDFLARE A | US |
| KEYSIGHT TECHNOLOGIES | US |
| COMFORT SYS.USA | US |
| TERADYNE | US |
| Coherent | US |
| SANDOZ GROUP | CH |
| TEXAS PACIFIC LAND CORP | US |
| Arch Capital Group Ltd. | US |
| Ventas Inc. | US |
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