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
SAW1SZR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259224
Last Value
302.08
+1.64 (+0.55%)
As of CET
Week to Week Change
0.37%
52 Week Change
14.85%
Year to Date Change
5.86%
Daily Low
302.08
Daily High
302.08
52 Week Low
253.97 — 30 Oct 2023
52 Week High
312.42 — 28 Mar 2024
Top 10 Components
| VERTIV HOLDINGS A | US |
| TARGA RESOURCES | US |
| VISTRA | US |
| CLOUDFLARE A | US |
| AXON ENTERPRISE | US |
| Western Digital Corp. | US |
| FIRST CITIZENS BANSHARES A | US |
| Steel Dynamics Inc. | US |
| PTC INC | US |
| NVR Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$607.8
+1.34
1Y Return
17.39%
1Y Volatility
0.10%
STOXX® Europe 600
€509.13
+1.15
1Y Return
9.05%
1Y Volatility
0.10%
STOXX® USA 500
$393.04
+3.43
1Y Return
23.02%
1Y Volatility
0.12%
STOXX® Global Total Market
$303.78
+2.56
1Y Return
18.87%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9709.39
+29.22
1Y Return
18.70%
1Y Volatility
0.10%