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
SA5UNQUL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360139
Last Value
509.51
+0.94 (+0.18%)
As of CET
Week to Week Change
1.30%
52 Week Change
32.65%
Year to Date Change
1.30%
Daily Low
505.35
Daily High
510.43
52 Week Low
384.0899 — 9 Jan 2024
52 Week High
533.12 — 6 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| META PLATFORMS CLASS A | US |
| Progressive Corp. | US |
| MasterCard Inc. Cl A | US |
| ALPHABET CLASS C | US |
| APPLOVIN A | US |
| Accenture PLC Cl A | US |
| PALO ALTO NETWORKS | US |
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High
Featured indices
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€318.15
-0.08
1Y Return
8.58%
1Y Volatility
0.11%
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1Y Return
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.55
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.4
-0.88
1Y Return
1.50%
1Y Volatility
0.11%