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
258.58
+0.96 (+0.37%)
As of
CETWeek to Week Change
2.57%
52 Week Change
17.72%
Year to Date Change
9.22%
Daily Low
257.14
Daily High
258.75
52 Week Low
211.17 — 30 Oct 2023
52 Week High
257.6 — 28 Mar 2024
Top 10 Components
VERTIV HOLDINGS A | US |
CLOUDFLARE A | US |
TARGA RESOURCES | US |
MOLINA HEALTHCARE | US |
Steel Dynamics Inc. | US |
AXON ENTERPRISE | US |
VISTRA | US |
PTC INC | US |
STERIS | US |
NVR Inc. | US |
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Low
High
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