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
SA5UNQUV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360147
Bloomberg ID
BBG00ZF7GQW0
Last Value
381.61
+0.99 (+0.26%)
As of
CETWeek to Week Change
-0.77%
52 Week Change
17.80%
Year to Date Change
13.92%
Daily Low
378.82
Daily High
383.07
52 Week Low
312.0899 — 14 Oct 2022
52 Week High
400.21 — 19 Jul 2023
Top 10 Components
Costco Wholesale Corp. | Retail | US |
Apple Inc. | Technology | US |
SERVICENOW | Technology | US |
Texas Instruments Inc. | Technology | US |
Vertex Pharmaceuticals Inc. | Health Care | US |
MasterCard Inc. Cl A | Industrial Goods and Services | US |
Progressive Corp. | Insurance | US |
SALESFORCE INC. | Technology | US |
PALO ALTO NETWORKS | Technology | US |
Accenture PLC Cl A | Industrial Goods and Services | US |
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Low
High
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