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
SAW1SZR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259224
Last Value
376.04
-0.27 (-0.07%)
As of CET
Week to Week Change
-0.51%
52 Week Change
20.48%
Year to Date Change
9.78%
Daily Low
376.04
Daily High
376.04
52 Week Low
312.11 — 28 Apr 2025
52 Week High
377.98 — 20 Apr 2026
Top 10 Components
| CLOUDFLARE A | US |
| TERADYNE | US |
| Coherent | US |
| KEYSIGHT TECHNOLOGIES | US |
| SANDOZ GROUP | CH |
| EMCOR GROUP | US |
| Arch Capital Group Ltd. | US |
| Iron Mountain Inc. | US |
| JABIL INC | US |
| ON SEMICON. | US |
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