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
SA5UNMOU
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360246
Last Value
941.62
+15.29 (+1.65%)
As of CET
Week to Week Change
8.27%
52 Week Change
71.12%
Year to Date Change
60.57%
Daily Low
931.91
Daily High
942.28
52 Week Low
545.42 — 9 Nov 2023
52 Week High
942 — 8 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| WALMART INC. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| BROADCOM | US |
| APPLOVIN A | US |
| Microsoft Corp. | US |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€315.37
-2.13
1Y Return
9.27%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€821.33
+8.86
1Y Return
33.71%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.26
+2.71
1Y Return
48.71%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$436.76
+4.39
1Y Return
47.46%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.34
-1.55
1Y Return
-0.65%
1Y Volatility
0.11%