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
22:15-22:15 CET
ISIN
CH0512260776
Bloomberg
SAW1LRGV INDEX
Last Value
338.24
-0.05 (-0.01%)
As of CET
Week to Week Change
-0.29%
52 Week Change
12.79%
Year to Date Change
9.71%
Daily Low
338.24
Daily High
338.24
52 Week Low
275.8399 — 27 Oct 2023
52 Week High
343.17 — 17 Jul 2024
Top 10 Components
| Berkshire Hathaway Inc. Cl B | US |
| Merck & Co. Inc. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Johnson & Johnson | US |
| International Business Machine | US |
| Coca-Cola Co. | US |
| McDonald's Corp. | US |
| Lockheed Martin Corp. | US |
| VISA Inc. Cl A | US |
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