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
SAW1LRP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260214
Last Value
264.03
-0.08 (-0.03%)
As of CET
Week to Week Change
0.82%
52 Week Change
2.02%
Year to Date Change
5.98%
Daily Low
263.52
Daily High
264.2
52 Week Low
243.83 — 13 Mar 2023
52 Week High
266.48 — 30 Nov 2022
Top 10 Components
| McDonald's Corp. | Travel and Leisure | US |
| Berkshire Hathaway Inc. Cl B | Financial Services | US |
| Johnson & Johnson | Health Care | US |
| Apple Inc. | Technology | US |
| International Business Machine | Technology | US |
| Microsoft Corp. | Technology | US |
| Coca-Cola Co. | Food, Beverage and Tobacco | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| CME Group Inc. Cl A | Financial Services | US |
| AIR LIQUIDE | Chemicals | FR |
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Low
High
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