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
SA5UNMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360220
Last Value
472.3
+4.54 (+0.97%)
As of CET
Week to Week Change
0.80%
52 Week Change
13.81%
Year to Date Change
20.93%
Daily Low
469.25
Daily High
472.66
52 Week Low
386.32 — 19 Jan 2023
52 Week High
472.07 — 8 Dec 2023
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| General Electric Co. | US |
| ABBVIE | US |
| BLACKSTONE A | US |
| Apple Inc. | US |
| Vertex Pharmaceuticals Inc. | US |
| Microsoft Corp. | US |
| Netflix Inc. | US |
| McKesson Corp. | US |
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Low
High
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