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
SA5UNMFS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360212
Bloomberg ID
BBG00Z8L0GN6
Last Value
359
+0.41 (+0.11%)
As of
CETWeek to Week Change
4.48%
52 Week Change
10.43%
Year to Date Change
10.22%
Daily Low
357.52
Daily High
359.34
52 Week Low
321.5899 — 28 Dec 2022
52 Week High
371.15 — 25 Jul 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 |
Texas Instruments Inc. | US |
NVIDIA Corp. | US |
CADENCE DESIGN SYS. | US |
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Low
High
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