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Indices

STOXX® USA 500 Industry Neutral Ax Size

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.

Symbol
SA5UNSZS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360097
Bloomberg ID
BBG00Z8L0GM7
Last Value
305.78 -8.26 (-2.63%)
As of 10:15 pm CET
Week to Week Change
-0.74%
52 Week Change
-21.55%
Year to Date Change
-22.50%
Daily Low
305.71
Daily High
316.27
52 Week Low
284.9314 Oct 2022
52 Week High
398.3729 Dec 2021

Top 10 Components

SYNOPSYS Technology US
CENTENE Health Care US
Roper Technologies Inc. Technology US
Automatic Data Processing Inc. Industrial Goods and Services US
Illinois Tool Works Inc. Industrial Goods and Services US
INTERCONTINENTALEXCHANGE INC Financial Services US
MSCI CLASS A Financial Services US
TE CONNECTIVITY LTD. Technology US
Hess Corp. Energy US
Estee Lauder Cos. Inc. Consumer Products and Services US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High