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
SAW1SZV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259455
Last Value
274.31
+3.00 (+1.11%)
As of CET
Week to Week Change
-2.78%
52 Week Change
16.63%
Year to Date Change
16.32%
Daily Low
274.31
Daily High
274.31
52 Week Low
230.68 — 17 Jan 2024
52 Week High
289.16 — 6 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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