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
SA5UNMFU
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360188
Last Value
478.15
-2.34 (-0.49%)
As of CET
Week to Week Change
0.05%
52 Week Change
17.95%
Year to Date Change
-0.49%
Daily Low
478.02
Daily High
480.14
52 Week Low
395.0299 — 4 May 2023
52 Week High
482.27 — 13 Dec 2023
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| GE Aerospace | US |
| NVIDIA Corp. | 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
€307.29
+0.23
1Y Return
11.22%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€681.45
+1.12
1Y Return
30.60%
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
€196.6
-1.20
1Y Return
5.36%
1Y Volatility
0.12%