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
SA5UNLRU
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360303
Last Value
425.64
+4.00 (+0.95%)
As of
CETWeek to Week Change
0.85%
52 Week Change
18.82%
Year to Date Change
4.75%
Daily Low
420.43
Daily High
425.64
52 Week Low
343.38 — 23 Mar 2023
52 Week High
426.36 — 29 Jan 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
Apple Inc. | US |
McDonald's Corp. | US |
TJX Cos. | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
Johnson & Johnson | US |
Amphenol Corp. Cl A | US |
Coca-Cola Co. | US |
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Low
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