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
SA5UNVAL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360014
Last Value
285.39
-1.69 (-0.59%)
As of CET
Week to Week Change
-1.55%
52 Week Change
18.47%
Year to Date Change
13.57%
Daily Low
285.09
Daily High
287.73
52 Week Low
240.84 — 12 Dec 2023
52 Week High
292.1 — 25 Nov 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| Fiserv Inc. | US |
| Apple Inc. | US |
| META PLATFORMS CLASS A | US |
| THE CIGNA GROUP | US |
| Capital One Financial Corp. | US |
| CVS HEALTH CORP. | US |
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Low
High
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