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
SA5UNMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360220
Last Value
669.23
+8.74 (+1.32%)
As of
CETDaily Low
661.52
Daily High
670.41
Top 10 Components
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Apple Inc. | US |
WALMART INC. | US |
Costco Wholesale Corp. | US |
McKesson Corp. | US |
Microsoft Corp. | US |
BLACKSTONE A | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€722.99
+4.24
1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%