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
SA5UNSZR
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360055
Last Value
448.62
+4.37 (+0.98%)
As of
CETWeek to Week Change
-0.56%
52 Week Change
16.53%
Year to Date Change
5.83%
Daily Low
445.53
Daily High
450.44
52 Week Low
369.39 — 4 May 2023
52 Week High
469.82 — 1 Apr 2024
Top 10 Components
Amphenol Corp. Cl A | US |
CADENCE DESIGN SYS. | US |
Illinois Tool Works Inc. | US |
Roper Technologies Inc. | US |
Paccar Inc. | US |
Williams Cos. | US |
TE CONNECTIVITY LTD. | US |
Bank of New York Mellon Corp. | US |
IQVIA HOLDINGS INC | US |
ARISTA NETWORKS | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€311.22
+0.97
1Y Return
12.80%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€683.67
+4.34
1Y Return
31.71%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$370.98
+0.56
1Y Return
42.27%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$357.25
+0.62
1Y Return
35.19%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€197.8
+0.74
1Y Return
6.13%
1Y Volatility
0.12%