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
SA5UNMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360220
Last Value
616.54
-5.46 (-0.88%)
As of CET
Week to Week Change
-0.48%
52 Week Change
49.82%
Year to Date Change
27.31%
Daily Low
611.89
Daily High
617.12
52 Week Low
392.45 — 4 May 2023
52 Week High
622.78 — 22 Mar 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| BLACKSTONE A | US |
| Microsoft Corp. | US |
| MARATHON PETROLEUM | US |
| McKesson Corp. | US |
| Netflix Inc. | US |
| WALMART INC. | US |
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Low
High
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