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
SA5UNSZV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360089
Bloomberg ID
BBG00ZF7GQ87
Last Value
332.52
-0.67 (-0.20%)
As of
CETWeek to Week Change
0.51%
52 Week Change
7.95%
Year to Date Change
9.97%
Daily Low
331.75
Daily High
333.6
52 Week Low
298.24 — 28 Dec 2022
52 Week High
342.98 — 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 |
IQVIA HOLDINGS INC | US |
Paychex Inc. | US |
Hess Corp. | US |
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Low
High
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