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
SAW1SZL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259075
Last Value
187.01
+2.13 (+1.15%)
As of CET
Week to Week Change
2.09%
52 Week Change
0.46%
Year to Date Change
3.84%
Daily Low
184.41
Daily High
187.37
52 Week Low
168.6399 — 30 Oct 2023
52 Week High
238.64 — 3 Nov 2023
Top 10 Components
| SPLUNK | US |
| WABTEC | US |
| MOLINA HEALTHCARE | US |
| NVR Inc. | US |
| STERIS | US |
| PINTEREST A | US |
| Steel Dynamics Inc. | US |
| Iron Mountain Inc. | US |
| TARGA RESOURCES | US |
| NetApp Inc. | US |
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Low
High
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