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
SA5UNLRP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360287
Last Value
355.47
-0.82 (-0.23%)
As of
CETWeek to Week Change
0.06%
52 Week Change
21.47%
Year to Date Change
14.06%
Daily Low
354.84
Daily High
357.6
52 Week Low
285.05 — 27 Oct 2023
52 Week High
360.47 — 16 Jul 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
TJX Cos. | US |
Johnson & Johnson | US |
Coca-Cola Co. | US |
Merck & Co. Inc. | US |
Amphenol Corp. Cl A | US |
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