Summary
STOXX industry neutral single and multi-factor indices aim to harvest the risk premia of several academically validated style factors - Value, Momentum, Quality, Size and Low Risk within each ICB industry. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5UNMOU
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360246
Last Value
631.85
-1.16 (-0.18%)
As of CET
Week to Week Change
1.43%
52 Week Change
30.72%
Year to Date Change
7.75%
Daily Low
630.51
Daily High
634.16
52 Week Low
469.68 — 13 Mar 2023
52 Week High
632.58 — 25 Jan 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| BLACKSTONE A | US |
| MARATHON PETROLEUM | US |
| Microsoft Corp. | US |
| McKesson Corp. | US |
| Netflix Inc. | US |
| Apple Inc. | US |
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Low
High
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