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
SA5UNSZS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360097
Bloomberg
SA5UNSZS INDEX
Last Value
411.93
+4.02 (+0.99%)
As of CET
Week to Week Change
0.95%
52 Week Change
20.05%
Year to Date Change
10.97%
Daily Low
409.59
Daily High
412.43
52 Week Low
318.89 — 27 Oct 2023
52 Week High
411.93 — 23 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 |
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High
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