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
SA5UNLRP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360287
Last Value
376.48
+5.05 (+1.36%)
As of
CETWeek to Week Change
-1.30%
52 Week Change
13.67%
Year to Date Change
-4.88%
Daily Low
371.37
Daily High
376.5
52 Week Low
327.85 — 18 Apr 2024
52 Week High
413.24 — 19 Feb 2025
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
Berkshire Hathaway Inc. Cl B | US |
TJX Cos. | US |
Johnson & Johnson | US |
Coca-Cola Co. | US |
NVIDIA Corp. | US |
INTERCONTINENTALEXCHANGE INC | US |
VISA Inc. Cl A | US |
WALMART INC. | US |
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Low
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