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
430.93
+0.41 (+0.10%)
As of CET
Week to Week Change
0.23%
52 Week Change
3.31%
Year to Date Change
2.12%
Daily Low
430.93
Daily High
430.93
52 Week Low
385.25 — 8 Apr 2025
52 Week High
444.01 — 28 Feb 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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