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
SA5UNMOS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360279
Bloomberg
SA5UNMOS INDEX
Last Value
681.49
+8.40 (+1.25%)
As of CET
Week to Week Change
0.81%
52 Week Change
56.85%
Year to Date Change
40.62%
Daily Low
675.46
Daily High
682.53
52 Week Low
416.67 — 27 Oct 2023
52 Week High
683.72 — 10 Jul 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| Eli Lilly & Co. | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| WALMART INC. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| Microsoft Corp. | US |
| BLACKSTONE A | US |
| ABBVIE | US |
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Low
High
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