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
SAW1SZP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259810
Last Value
255.8
-0.05 (-0.02%)
As of
CETWeek to Week Change
2.65%
52 Week Change
16.34%
Year to Date Change
8.04%
Daily Low
255.78
Daily High
256.13
52 Week Low
211.17 — 30 Oct 2023
52 Week High
256.0299 — 25 Mar 2024
Top 10 Components
VERTIV HOLDINGS A | US |
CLOUDFLARE A | US |
TARGA RESOURCES | US |
MOLINA HEALTHCARE | US |
AXON ENTERPRISE | US |
Steel Dynamics Inc. | US |
VISTRA | US |
PTC INC | US |
Western Digital Corp. | US |
STERIS | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$625.47
-0.93
1Y Return
26.55%
1Y Volatility
0.10%
STOXX® Europe 600
€512.95
+1.20
1Y Return
15.41%
1Y Volatility
0.10%
STOXX® USA 500
$405.63
+3.25
1Y Return
33.10%
1Y Volatility
0.12%
STOXX® Global Total Market
$312.07
+2.11
1Y Return
27.75%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9927.54
-1.85
1Y Return
26.70%
1Y Volatility
0.10%