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
SA5UNLRL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360311
Bloomberg ID
BBG00ZF7GQL2
Last Value
251.19
+0.38 (+0.15%)
As of
CETWeek to Week Change
1.08%
52 Week Change
9.46%
Year to Date Change
13.06%
Daily Low
250.08
Daily High
251.39
52 Week Low
216.17 — 10 Mar 2023
52 Week High
251.94 — 1 Dec 2023
Top 10 Components
Apple Inc. | US |
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
McDonald's Corp. | US |
Honeywell International Inc. | US |
VISA Inc. Cl A | US |
Johnson & Johnson | US |
International Business Machine | US |
Coca-Cola Co. | US |
Roper Technologies Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€165.02
+0.50
1Y Return
-0.85%
1Y Volatility
0.40%
STOXX® Global Diversification Select 100 EUR
€240.04
-0.52
1Y Return
-1.43%
1Y Volatility
0.16%
EURO STOXX® Select 50 EUR
€130.71
+0.70
1Y Return
4.56%
1Y Volatility
0.11%
EURO STOXX® Diversification Select 50 EUR
€167.3
+0.86
1Y Return
3.00%
1Y Volatility
0.10%
EURO STOXX 50® Volatility (VSTOXX®)
€13.7018
-0.51
1Y Return
-39.21%
1Y Volatility
1.06%