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
SA5UNMOU
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360246
Last Value
631.85
-1.16 (-0.18%)
As of
CETWeek to Week Change
1.43%
52 Week Change
30.72%
Year to Date Change
7.75%
Daily Low
630.51
Daily High
634.16
52 Week Low
469.68 — 13 Mar 2023
52 Week High
632.58 — 25 Jan 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Eli Lilly & Co. | US |
BLACKSTONE A | US |
Microsoft Corp. | US |
MARATHON PETROLEUM | US |
McKesson Corp. | US |
Costco Wholesale Corp. | US |
WALMART INC. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€306.27
-3.67
1Y Return
10.05%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€681.45
+1.12
1Y Return
30.60%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$369.27
-0.52
1Y Return
40.59%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$355.76
-0.57
1Y Return
33.16%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.6
-1.20
1Y Return
5.36%
1Y Volatility
0.12%