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
SA5UNSZR
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360055
Last Value
462.82
-4.18 (-0.90%)
As of
CETWeek to Week Change
0.09%
52 Week Change
15.62%
Year to Date Change
9.18%
Daily Low
462.49
Daily High
464.57
52 Week Low
377.04 — 27 Oct 2023
52 Week High
470.19 — 16 Jul 2024
Top 10 Components
Amphenol Corp. Cl A | US |
CADENCE DESIGN SYS. | US |
Illinois Tool Works Inc. | US |
Roper Technologies Inc. | US |
Williams Cos. | US |
ARISTA NETWORKS | US |
Paccar Inc. | US |
Travelers Cos. Inc. | US |
FORTINET | US |
Apple Inc. | US |
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Low
High
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