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
15:30-22:15 CET
ISIN
CH0462360261
Bloomberg
SA5UNMOV INDEX
Last Value
616.76
-12.95 (-2.06%)
As of
CETWeek to Week Change
-0.77%
52 Week Change
44.95%
Year to Date Change
34.83%
Daily Low
616.7
Daily High
625.2
52 Week Low
393.6 — 27 Oct 2023
52 Week High
644.5 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Apple Inc. | US |
McKesson Corp. | US |
Microsoft Corp. | US |
WALMART INC. | US |
Costco Wholesale Corp. | US |
BLACKSTONE A | US |
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Low
High
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