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
SA5UNMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360220
Last Value
595.94
+8.46 (+1.44%)
As of CET
Week to Week Change
-2.95%
52 Week Change
46.77%
Year to Date Change
23.06%
Daily Low
589.13
Daily High
599.52
52 Week Low
392.45 — 4 May 2023
52 Week High
627.76 — 11 Apr 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| BLACKSTONE A | US |
| MARATHON PETROLEUM | US |
| Microsoft Corp. | US |
| McKesson Corp. | US |
| WALMART INC. | US |
| Costco Wholesale Corp. | US |
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Low
High
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