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
SA5UNLRR
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360295
Last Value
479.35
+4.83 (+1.02%)
As of CET
Week to Week Change
-1.34%
52 Week Change
29.81%
Year to Date Change
27.77%
Daily Low
479.35
Daily High
483.02
52 Week Low
369.27 — 20 Dec 2023
52 Week High
492.28 — 2 Dec 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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