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
SAW1LRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260776
Bloomberg
SAW1LRGV INDEX
Last Value
362.88
+3.98 (+1.11%)
As of CET
Week to Week Change
1.74%
52 Week Change
26.18%
Year to Date Change
17.70%
Daily Low
362.88
Daily High
362.88
52 Week Low
287.46 — 8 Nov 2023
52 Week High
368.93 — 18 Oct 2024
Top 10 Components
| Berkshire Hathaway Inc. Cl B | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Johnson & Johnson | US |
| International Business Machine | US |
| Coca-Cola Co. | US |
| VISA Inc. Cl A | US |
| Lockheed Martin Corp. | US |
| T-Mobile US Inc | US |
| LINDE | US |
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