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
SA5UNLRR
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360295
Last Value
425.3
-0.98 (-0.23%)
As of
CETWeek to Week Change
-1.43%
52 Week Change
18.58%
Year to Date Change
13.36%
Daily Low
425.24
Daily High
430.17
52 Week Low
342.07 — 27 Oct 2023
52 Week High
436.51 — 16 Jul 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
TJX Cos. | US |
Johnson & Johnson | US |
Coca-Cola Co. | US |
Merck & Co. Inc. | US |
Amphenol Corp. Cl A | US |
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