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
SA5UNMOV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360261
Bloomberg ID
BBG00ZF7GQ96
Last Value
561.95
+13.31 (+2.43%)
As of CET
Week to Week Change
0.45%
52 Week Change
46.28%
Year to Date Change
22.85%
Daily Low
551.9
Daily High
562.58
52 Week Low
370.48 — 4 May 2023
52 Week High
586.49 — 5 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 |
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%