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
SA5UNLRV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360329
Bloomberg ID
BBG00ZF7GQC2
Last Value
331.43
+1.23 (+0.37%)
As of
CETDaily Low
330.49
Daily High
331.62
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 |
Coca-Cola Co. | US |
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