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
SA5UNMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360162
Last Value
436.05
-4.82 (-1.09%)
As of
CETWeek to Week Change
0.85%
52 Week Change
33.20%
Year to Date Change
12.12%
Daily Low
430.78
Daily High
436.43
52 Week Low
323.21 — 4 May 2023
52 Week High
454 — 1 Apr 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
GE Aerospace | US |
NVIDIA Corp. | US |
Vertex Pharmaceuticals Inc. | US |
REGENERON PHARMS. | US |
Berkshire Hathaway Inc. Cl B | US |
ADOBE | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€308.46
+1.40
1Y Return
11.64%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€676.88
-4.57
1Y Return
30.97%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$369.27
-0.52
1Y Return
40.59%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$354.95
+0.20
1Y Return
33.86%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.13
+0.70
1Y Return
5.21%
1Y Volatility
0.12%