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
15:30-22:15 CET
ISIN
CH0462360311
Bloomberg ID
BBG00ZF7GQL2
Last Value
274.36
+0.07 (+0.03%)
As of
CETWeek to Week Change
1.27%
52 Week Change
17.99%
Year to Date Change
6.52%
Daily Low
274.21
Daily High
275.34
52 Week Low
227.72 — 27 Oct 2023
52 Week High
277.27 — 28 Mar 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
Apple Inc. | US |
McDonald's Corp. | US |
TJX Cos. | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
Johnson & Johnson | US |
Amphenol Corp. Cl A | US |
NVIDIA Corp. | US |
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Low
High
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