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
SA5UNLRU
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360303
Last Value
470.78
-3.16 (-0.67%)
As of
CETWeek to Week Change
1.16%
52 Week Change
25.19%
Year to Date Change
15.86%
Daily Low
469.42
Daily High
471.58
52 Week Low
369.98 — 27 Oct 2023
52 Week High
473.94 — 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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