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
SAW1SZGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259984
Bloomberg ID
BBG00RHCN6H8
Last Value
243.14
+1.89 (+0.78%)
As of CET
Week to Week Change
-0.68%
52 Week Change
-4.91%
Year to Date Change
8.33%
Daily Low
201.14
Daily High
201.14
52 Week Low
196.07 — 30 Sep 2022
52 Week High
261.05 — 9 Feb 2022
Top 10 Components
| Arch Capital Group Ltd. | Insurance | US |
| Hologic Inc. | Health Care | US |
| Steel Dynamics Inc. | Basic Resources | US |
| Omnicom Group Inc. | Media | US |
| Principal Financial Group Inc. | Insurance | US |
| XYLEM | Industrial Goods and Services | US |
| NVR Inc. | Consumer Products and Services | US |
| WABTEC | Industrial Goods and Services | US |
| Cincinnati Financial Corp. | Insurance | US |
| FAIR ISAAC | Industrial Goods and Services | US |
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Low
High
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STOXX® U.S. Equity Factor
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STOXX® Global 1800 Ax Momentum
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
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1Y Volatility
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