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
SA5UNLRL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360311
Last Value
317.81
-0.38 (-0.12%)
As of CET
Week to Week Change
-0.70%
52 Week Change
23.69%
Year to Date Change
23.39%
Daily Low
317.81
Daily High
319.06
52 Week Low
254.26 — 20 Dec 2023
52 Week High
320.45 — 29 Nov 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| VISA Inc. Cl A | US |
| TJX Cos. | US |
| NVIDIA Corp. | US |
| Amphenol Corp. Cl A | US |
| WALMART INC. | US |
| Coca-Cola Co. | US |
| Johnson & Johnson | US |
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