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
292.81
+0.02 (+0.01%)
As of CET
Week to Week Change
2.96%
52 Week Change
-0.87%
Year to Date Change
5.92%
Daily Low
292.43
Daily High
292.96
52 Week Low
238.17 — 7 Apr 2025
52 Week High
297.19 — 13 Feb 2025
Top 10 Components
| SANDISK CORP | US |
| CLOUDFLARE A | US |
| TERADYNE | US |
| COMFORT SYS.USA | US |
| KEYSIGHT TECHNOLOGIES | US |
| Coherent | US |
| SANDOZ GROUP | CH |
| Arch Capital Group Ltd. | US |
| EMCOR GROUP | US |
| Ventas Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$817.05
-2.73
1Y Return
15.38%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€618.01
-0.51
1Y Return
11.60%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$525.98
+1.28
1Y Return
10.36%
1Y Volatility
0.19%
STOXX® Global Total Market - USD (Gross Return)
$429.31
-3.99
1Y Return
21.45%
1Y Volatility
0.14%
STOXX® World AC Universal All Cap - USD (Gross Return)
$13837.2
+31.33
1Y Return
23.97%
1Y Volatility
0.14%