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
15:30-22:15 CET
ISIN
CH0462360303
Last Value
431.76
+0.19 (+0.04%)
As of
CETWeek to Week Change
-0.66%
52 Week Change
19.54%
Year to Date Change
6.26%
Daily Low
431.63
Daily High
433.24
52 Week Low
356.18 — 4 May 2023
52 Week High
445.05 — 28 Mar 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
Apple Inc. | US |
McDonald's Corp. | US |
TJX Cos. | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
Johnson & Johnson | US |
Amphenol Corp. Cl A | US |
Coca-Cola Co. | US |
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Low
High
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