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
407.32
-2.94 (-0.72%)
As of CET
Week to Week Change
-0.92%
52 Week Change
20.68%
Year to Date Change
14.30%
Daily Low
406.35
Daily High
413.04
52 Week Low
337.04 — 14 Oct 2022
52 Week High
429.5 — 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 |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
12.00%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%