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
286.72
+0.25 (+0.09%)
As of
CETWeek to Week Change
0.56%
52 Week Change
14.82%
Year to Date Change
5.12%
Daily Low
286.72
Daily High
286.72
52 Week Low
241.03 — 7 Apr 2025
52 Week High
289.16 — 6 Dec 2024
Top 10 Components
CLOUDFLARE A | US |
GARTNER 'A' | US |
Ansys Inc. | US |
BROADRIDGE FINL.SLTN. | US |
BROWN & BROWN | US |
Markel Group Inc. | US |
GODADDY CL.A | US |
TEXAS PACIFIC LAND CORP | US |
TYLER TECHNOLOGIES | US |
ATMOS ENERGY | US |
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