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
SAW1LRL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260164
Last Value
259.89
-0.14 (-0.05%)
As of CET
Week to Week Change
0.81%
52 Week Change
26.57%
Year to Date Change
16.61%
Daily Low
259.75
Daily High
260.03
52 Week Low
200.6399 — 27 Oct 2023
52 Week High
260.0299 — 15 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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