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
SA5UNLRP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360287
Last Value
272.57
-0.34 (-0.12%)
As of
CETWeek to Week Change
0.53%
52 Week Change
-6.53%
Year to Date Change
-1.13%
Daily Low
271.94
Daily High
273.46
52 Week Low
260.95 — 20 Jun 2022
52 Week High
314.23 — 16 Aug 2022
Top 10 Components
Berkshire Hathaway Inc. Cl B | Financial Services | US |
Microsoft Corp. | Technology | US |
Apple Inc. | Technology | US |
McDonald's Corp. | Travel and Leisure | US |
Honeywell International Inc. | Industrial Goods and Services | US |
Johnson & Johnson | Health Care | US |
Activision Blizzard Inc. | Consumer Products and Services | US |
Boston Scientific Corp. | Health Care | US |
Amphenol Corp. Cl A | Technology | US |
Abbott Laboratories | Health Care | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€276.08
+2.46
1Y Return
-3.98%
1Y Volatility
0.12%
STOXX® U.S. Equity Factor
€535.51
+10.59
1Y Return
-7.21%
1Y Volatility
0.23%
STOXX® Global 1800 Ax Momentum
$252.94
+1.15
1Y Return
-16.08%
1Y Volatility
0.22%
STOXX® Global 1800 ESG-X Ax Momentum
$259.52
+1.13
1Y Return
-16.88%
1Y Volatility
0.23%
STOXX® Europe 600 Ax Size
€183.69
+1.07
1Y Return
-10.26%
1Y Volatility
0.20%