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
SA5UNSZS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360097
Bloomberg ID
BBG00Z8L0GM7
Last Value
328.59
+1.42 (+0.43%)
As of CET
Week to Week Change
-2.40%
52 Week Change
7.00%
Year to Date Change
2.99%
Daily Low
326.47
Daily High
330.11
52 Week Low
303.79 — 3 Nov 2022
52 Week High
362.74 — 25 Jul 2023
Top 10 Components
| SYNOPSYS | US |
| CADENCE DESIGN SYS. | US |
| Roper Technologies Inc. | US |
| Illinois Tool Works Inc. | US |
| ARISTA NETWORKS | US |
| MSCI CLASS A | US |
| TE CONNECTIVITY LTD. | US |
| CENTENE | US |
| Hess Corp. | US |
| Paychex Inc. | US |
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Low
High
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