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
283.62
-0.10 (-0.04%)
As of
CETWeek to Week Change
0.16%
52 Week Change
11.60%
Year to Date Change
5.17%
Daily Low
282.83
Daily High
285.47
52 Week Low
251.13 — 23 Oct 2023
52 Week High
288.57 — 1 Apr 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
Apple Inc. | US |
International Business Machine | US |
McDonald's Corp. | US |
Johnson & Johnson | US |
Merck & Co. Inc. | US |
VISA Inc. Cl A | US |
Coca-Cola Co. | US |
Waste Management Inc. | US |
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