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
SA5UNMFV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360204
Bloomberg
SA5UNMFV INDEX
Last Value
436.45
-7.52 (-1.69%)
As of
CETWeek to Week Change
-1.65%
52 Week Change
25.19%
Year to Date Change
17.16%
Daily Low
436.41
Daily High
440.39
52 Week Low
316.18 — 27 Oct 2023
52 Week High
453.38 — 16 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
Vertex Pharmaceuticals Inc. | US |
GE Aerospace | US |
REGENERON PHARMS. | US |
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Amphenol Corp. Cl A | US |
CROWDSTRIKE HOLDINGS A | US |
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Low
High
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