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
SA5UNMOS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360279
Bloomberg ID
BBG00Z8L0GS1
Last Value
595.15
+5.54 (+0.94%)
As of
CETWeek to Week Change
2.31%
52 Week Change
47.49%
Year to Date Change
22.81%
Daily Low
590.34
Daily High
596.73
52 Week Low
391.46 — 4 May 2023
52 Week High
621.76 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
GE Aerospace | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
BLACKSTONE A | US |
Microsoft Corp. | US |
McKesson Corp. | US |
Costco Wholesale Corp. | US |
MARATHON PETROLEUM | US |
Apple Inc. | US |
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Low
High
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