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
227.92
-0.74 (-0.32%)
As of CET
Week to Week Change
3.45%
52 Week Change
-1.28%
Year to Date Change
2.01%
Daily Low
227.48
Daily High
228.32
52 Week Low
211.33 — 31 Oct 2023
52 Week High
297.61 — 3 Nov 2023
Top 10 Components
| SPLUNK | US |
| WABTEC | US |
| MOLINA HEALTHCARE | US |
| NVR Inc. | US |
| PINTEREST A | US |
| Steel Dynamics Inc. | US |
| TARGA RESOURCES | US |
| STERIS | US |
| NetApp Inc. | US |
| Iron Mountain Inc. | US |
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Low
High
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