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
SA5UNMFS
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360212
Bloomberg
SA5UNMFS INDEX
Last Value
514.33
-2.40 (-0.46%)
As of
CETWeek to Week Change
-1.39%
52 Week Change
30.29%
Year to Date Change
29.52%
Daily Low
513.21
Daily High
517.78
52 Week Low
393.37 — 4 Jan 2024
52 Week High
528.73 — 4 Dec 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Vertex Pharmaceuticals Inc. | US |
Apple Inc. | US |
Amphenol Corp. Cl A | US |
REGENERON PHARMS. | US |
CADENCE DESIGN SYS. | US |
Bank of New York Mellon Corp. | US |
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Low
High
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