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
22:15-22:15 CET
ISIN
CH0512260412
Last Value
260.87
-0.89 (-0.34%)
As of CET
Week to Week Change
-0.03%
52 Week Change
0.56%
Year to Date Change
3.89%
52 Week Low
225.9 — 12 Oct 2022
52 Week High
269.61 — 1 May 2023
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 |
| Microsoft Corp. | Technology | US |
| NESTLE | Food, Beverage and Tobacco | CH |
| AIR LIQUIDE | Chemicals | FR |
| CME Group Inc. Cl A | Financial Services | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| Verizon Communications Inc. | Telecommunications | US |
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Low
High
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