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
SA5UNLRS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360337
Bloomberg
SA5UNLRS INDEX
Last Value
384.79
-1.58 (-0.41%)
As of
CETWeek to Week Change
-0.99%
52 Week Change
19.41%
Year to Date Change
14.59%
Daily Low
384.49
Daily High
386.64
52 Week Low
295.58 — 27 Oct 2023
52 Week High
389.37 — 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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