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
SA5UNMOV
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360261
Bloomberg
SA5UNMOV INDEX
Last Value
729.37
+5.67 (+0.78%)
As of
CETWeek to Week Change
-2.68%
52 Week Change
65.66%
Year to Date Change
59.45%
Daily Low
726.84
Daily High
730.68
52 Week Low
440.27 — 11 Dec 2023
52 Week High
750.54 — 6 Dec 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
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