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
SA5UNMFV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360204
Bloomberg ID
BBG00ZF7GQF9
Last Value
331.92
-0.19 (-0.06%)
As of CET
Week to Week Change
-2.17%
52 Week Change
17.01%
Year to Date Change
8.11%
Daily Low
331.71
Daily High
334.25
52 Week Low
281.93 — 30 Sep 2022
52 Week High
349.0299 — 25 Jul 2023
Top 10 Components
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| ADOBE | 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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