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
SA5UNMOL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360253
Bloomberg ID
BBG00ZF7GQX9
Last Value
457.92
+3.18 (+0.70%)
As of CET
Week to Week Change
2.68%
52 Week Change
37.37%
Year to Date Change
14.42%
Daily Low
455.76
Daily High
458.24
52 Week Low
317.75 — 13 Mar 2023
52 Week High
457.96 — 9 Feb 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| BLACKSTONE A | US |
| MARATHON PETROLEUM | US |
| Microsoft Corp. | US |
| McKesson Corp. | US |
| Apple Inc. | US |
| Netflix Inc. | US |
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Low
High
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