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
SA5UNSZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360071
Last Value
336.45
+2.21 (+0.66%)
As of CET
Week to Week Change
2.36%
52 Week Change
16.35%
Year to Date Change
9.83%
Daily Low
335.11
Daily High
337.31
52 Week Low
263.97 — 27 Oct 2023
52 Week High
339.68 — 30 Aug 2024
Top 10 Components
| Amphenol Corp. Cl A | US |
| CADENCE DESIGN SYS. | US |
| Illinois Tool Works Inc. | US |
| Roper Technologies Inc. | US |
| Williams Cos. | US |
| ARISTA NETWORKS | US |
| Paccar Inc. | US |
| Travelers Cos. Inc. | US |
| FORTINET | US |
| Apple Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€322.6
+5.00
1Y Return
16.04%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€735.74
+2.10
1Y Return
28.98%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$433.18
-0.14
1Y Return
59.30%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$411.68
-0.11
1Y Return
51.49%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€206.42
+0.80
1Y Return
15.23%
1Y Volatility
0.12%