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
15:30-22:30 CET
ISIN
CH0462360295
Last Value
432.72
+2.18 (+0.51%)
As of CET
Week to Week Change
0.47%
52 Week Change
23.20%
Year to Date Change
15.34%
Daily Low
430.11
Daily High
433.13
52 Week Low
342.07 — 27 Oct 2023
52 Week High
436.51 — 16 Jul 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| VISA Inc. Cl A | US |
| TJX Cos. | US |
| Coca-Cola Co. | US |
| NVIDIA Corp. | US |
| Johnson & Johnson | US |
| Amphenol Corp. Cl A | US |
| INTERCONTINENTALEXCHANGE INC | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€177.99
-0.27
1Y Return
11.75%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€252.71
+0.47
1Y Return
6.31%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€137.48
-0.33
1Y Return
10.39%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€173.94
+0.51
1Y Return
10.29%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€18.4962
-0.69
1Y Return
4.11%
1Y Volatility
0.99%