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
328.5
-0.13 (-0.04%)
As of CET
Week to Week Change
-1.14%
52 Week Change
23.04%
Year to Date Change
15.27%
Daily Low
328.5
Daily High
328.5
52 Week Low
266.1 — 8 Nov 2023
52 Week High
339.67 — 18 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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