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
SA5UNMFR
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360170
Last Value
419.6
-5.45 (-1.28%)
As of
CETWeek to Week Change
-0.42%
52 Week Change
5.03%
Year to Date Change
10.15%
Daily Low
419.35
Daily High
423.22
52 Week Low
371.88 — 4 May 2023
52 Week High
425.05 — 14 Sep 2023
Top 10 Components
Costco Wholesale Corp. | US |
ADOBE | US |
Apple Inc. | US |
Vertex Pharmaceuticals Inc. | US |
General Electric Co. | US |
REGENERON PHARMS. | US |
Berkshire Hathaway Inc. Cl B | US |
NVIDIA Corp. | US |
Texas Instruments Inc. | US |
CADENCE DESIGN SYS. | US |
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Low
High
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