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
15:30-22:30 CET
ISIN
CH0462360097
Bloomberg
SA5UNSZS INDEX
Last Value
425.86
-13.96 (-3.17%)
As of CET
Week to Week Change
-3.89%
52 Week Change
13.66%
Year to Date Change
14.73%
Daily Low
425.76
Daily High
440.16
52 Week Low
365.42 — 5 Jan 2024
52 Week High
453.43 — 4 Dec 2024
Top 10 Components
| Amphenol Corp. Cl A | US |
| CADENCE DESIGN SYS. | US |
| Illinois Tool Works Inc. | US |
| Williams Cos. | US |
| ARISTA NETWORKS | US |
| FORTINET | US |
| Paccar Inc. | US |
| Roper Technologies Inc. | US |
| DOORDASH A | US |
| COPART | US |
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Low
High
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