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
292.71
-0.26 (-0.09%)
As of CET
Week to Week Change
-1.43%
52 Week Change
26.71%
Year to Date Change
23.63%
Daily Low
292.07
Daily High
293.28
52 Week Low
230.86 — 12 Dec 2023
52 Week High
297.9 — 5 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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