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
SA5UNMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360196
Bloomberg ID
BBG00ZF7GQR6
Last Value
343.6
-2.03 (-0.59%)
As of CET
Week to Week Change
2.65%
52 Week Change
19.87%
Year to Date Change
6.90%
Daily Low
342.56
Daily High
346.3
52 Week Low
266.57 — 15 Mar 2023
52 Week High
346.92 — 2 Feb 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| GE Aerospace | 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%