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
SA5UNSZV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360089
Bloomberg
SA5UNSZV INDEX
Last Value
384.56
+2.82 (+0.74%)
As of CET
Week to Week Change
2.92%
52 Week Change
17.47%
Year to Date Change
9.77%
Daily Low
380.26
Daily High
385.18
52 Week Low
301.21 — 27 Oct 2023
52 Week High
390.72 — 30 Aug 2024
Top 10 Components
| Amphenol Corp. Cl A | US |
| CADENCE DESIGN SYS. | US |
| Illinois Tool Works Inc. | US |
| Roper Technologies Inc. | US |
| Williams Cos. | US |
| ARISTA NETWORKS | US |
| Paccar Inc. | US |
| Travelers Cos. Inc. | US |
| FORTINET | US |
| Apple Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€322.6
+5.00
1Y Return
16.04%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€735.74
+2.10
1Y Return
28.98%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$433.18
-0.14
1Y Return
59.30%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$411.68
-0.11
1Y Return
51.49%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€206.42
+0.80
1Y Return
15.23%
1Y Volatility
0.12%