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
SA5UNMOR
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360238
Last Value
672.78
-18.16 (-2.63%)
As of
CETWeek to Week Change
-4.12%
52 Week Change
45.46%
Year to Date Change
21.55%
Daily Low
671.77
Daily High
689.23
52 Week Low
445.96 — 4 May 2023
52 Week High
718.72 — 11 Apr 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 |
WALMART INC. | US |
Costco Wholesale Corp. | US |
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Low
High
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