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
329.98
-1.30 (-0.39%)
As of CET
Week to Week Change
0.05%
52 Week Change
7.32%
Year to Date Change
-6.13%
Daily Low
329.98
Daily High
329.98
52 Week Low
292.22 — 7 Apr 2025
52 Week High
366.71 — 10 Feb 2025
Top 10 Components
| CLOUDFLARE A | US |
| Arch Capital Group Ltd. | US |
| GARTNER 'A' | US |
| BROADRIDGE FINL.SLTN. | US |
| KEYSIGHT TECHNOLOGIES | US |
| Veralto Corp. | US |
| GODADDY CL.A | US |
| TYLER TECHNOLOGIES | US |
| Markel Group Inc. | US |
| Northern Trust Corp. | US |
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