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
15:30-22:30 CET
ISIN
CH0462360337
Bloomberg
SA5UNLRS INDEX
Last Value
438.27
+2.85 (+0.65%)
As of
CETWeek to Week Change
1.40%
52 Week Change
16.07%
Year to Date Change
7.75%
Daily Low
437.77
Daily High
438.43
52 Week Low
368.95 — 5 Aug 2024
52 Week High
438.12 — 24 Jun 2025
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
Berkshire Hathaway Inc. Cl B | US |
NVIDIA Corp. | US |
TJX Cos. | US |
INTERCONTINENTALEXCHANGE INC | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
Johnson & Johnson | US |
Amphenol Corp. Cl A | US |
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Low
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