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
251.67
+0.04 (+0.02%)
As of
CETWeek to Week Change
0.19%
52 Week Change
12.91%
Year to Date Change
0.19%
Daily Low
251.25
Daily High
251.76
52 Week Low
222.66 — 17 Jan 2024
52 Week High
262.89 — 5 Dec 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
Johnson & Johnson | US |
VISA Inc. Cl A | US |
Coca-Cola Co. | US |
International Business Machine | US |
Lockheed Martin Corp. | US |
LINDE | US |
CME Group Inc. Cl A | US |
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