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
SA5UNMOS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360279
Bloomberg ID
BBG00Z8L0GS1
Last Value
431.06
-3.11 (-0.72%)
As of CET
Week to Week Change
-0.92%
52 Week Change
21.23%
Year to Date Change
14.67%
Daily Low
430.04
Daily High
437.12
52 Week Low
355.16 — 14 Oct 2022
52 Week High
454.28 — 1 Aug 2023
Top 10 Components
| META PLATFORMS CLASS A | Technology | US |
| NVIDIA Corp. | Technology | US |
| General Electric Co. | Industrial Goods and Services | US |
| ABBVIE | Health Care | US |
| BLACKSTONE A | Financial Services | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| Apple Inc. | Technology | US |
| WALMART INC. | Retail | US |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
| Microsoft Corp. | Technology | US |
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Low
High
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