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
SA5UNLRV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360329
Bloomberg ID
BBG00ZF7GQC2
Last Value
277.87
-2.14 (-0.76%)
As of
CETWeek to Week Change
-2.15%
52 Week Change
10.65%
Year to Date Change
5.30%
Daily Low
277.8
Daily High
280.55
52 Week Low
251.12 — 21 Oct 2022
52 Week High
299.15 — 25 Jul 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 |
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Low
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