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
233.31
+0.10 (+0.04%)
As of CET
Week to Week Change
0.11%
52 Week Change
-3.71%
Year to Date Change
4.43%
Daily Low
232.99
Daily High
234.14
52 Week Low
211.5 — 20 Jun 2022
52 Week High
251.4 — 29 Mar 2022
Top 10 Components
| Arch Capital Group Ltd. | Insurance | US |
| Principal Financial Group Inc. | Insurance | US |
| BIOMARIN PHARM. | Health Care | US |
| Steel Dynamics Inc. | Basic Resources | US |
| Hologic Inc. | Health Care | US |
| MID-AMER.APT COMMUNITIES | Real Estate | US |
| INCYTE | Health Care | US |
| STERIS | Health Care | US |
| Markel Corp. | Insurance | US |
| WABTEC | Industrial Goods and Services | US |
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Low
High
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STOXX® Global 1800 Ax Momentum
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STOXX® Europe 600 Ax Size
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1Y Volatility
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