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
476.29
-5.01 (-1.04%)
As of
CETWeek to Week Change
0.58%
52 Week Change
21.79%
Year to Date Change
17.21%
Daily Low
474.43
Daily High
480.89
52 Week Low
369.98 — 27 Oct 2023
52 Week High
481.32 — 30 Aug 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
McDonald's Corp. | US |
VISA Inc. Cl A | US |
TJX Cos. | US |
Coca-Cola Co. | US |
Johnson & Johnson | US |
International Business Machine | US |
Amphenol Corp. Cl A | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€179.22
+0.45
1Y Return
9.76%
1Y Volatility
0.08%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€254.16
-0.05
1Y Return
4.79%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€136.6
+0.23
1Y Return
7.18%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€174
+0.16
1Y Return
6.06%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€17.1151
+1.06
1Y Return
5.94%
1Y Volatility
0.99%