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
SA5UNLRU
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360303
Last Value
532.98
+1.34 (+0.25%)
As of CET
Week to Week Change
0.72%
52 Week Change
33.06%
Year to Date Change
31.17%
Daily Low
530.65
Daily High
534.27
52 Week Low
399.88 — 20 Dec 2023
52 Week High
535.4299 — 2 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| VISA Inc. Cl A | US |
| TJX Cos. | US |
| NVIDIA Corp. | US |
| Amphenol Corp. Cl A | US |
| WALMART INC. | US |
| Coca-Cola Co. | US |
| Johnson & Johnson | US |
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