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
SAW1LRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260446
Last Value
399.11
-2.01 (-0.50%)
As of CET
Week to Week Change
-2.05%
52 Week Change
21.29%
Year to Date Change
15.74%
Daily Low
399.11
Daily High
399.11
52 Week Low
328.9 — 9 Nov 2023
52 Week High
414.62 — 17 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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