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
380.98
-5.17 (-1.34%)
As of CET
Week to Week Change
-0.74%
52 Week Change
12.84%
Year to Date Change
11.22%
Daily Low
380.98
Daily High
380.98
52 Week Low
326.04 — 13 Jun 2025
52 Week High
386.15 — 14 May 2026
Top 10 Components
| CLOUDFLARE A | US |
| KEYSIGHT TECHNOLOGIES | US |
| TERADYNE | US |
| Coherent | US |
| ON SEMICON. | US |
| EMCOR GROUP | US |
| Iron Mountain Inc. | US |
| JABIL INC | US |
| SANDOZ GROUP | CH |
| Flextronics International Ltd. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$851.81
-0.58
1Y Return
20.57%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€621.25
+9.91
1Y Return
12.13%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$568.12
+4.58
1Y Return
22.73%
1Y Volatility
0.12%
STOXX® Global Total Market - USD (Gross Return)
$449.97
-2.89
1Y Return
26.27%
1Y Volatility
0.11%
STOXX® World AC Universal All Cap - USD (Gross Return)
$14337.91
+29.85
1Y Return
26.17%
1Y Volatility
0.11%