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
SAW1LRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260412
Last Value
377.93
-0.49 (-0.13%)
As of CET
Week to Week Change
0.81%
52 Week Change
13.46%
Year to Date Change
15.42%
Daily Low
377.93
Daily High
377.93
52 Week Low
317.44 — 8 Apr 2025
52 Week High
380.69 — 27 Oct 2025
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| Johnson & Johnson | US |
| VISA Inc. Cl A | US |
| Cisco Systems Inc. | US |
| NVIDIA Corp. | US |
| Automatic Data Processing Inc. | US |
| TJX Cos. | US |
| CME Group Inc. Cl A | US |
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