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
SA5UNVAV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360022
Bloomberg
SA5UNVAV INDEX
Last Value
329.53
-1.51 (-0.46%)
As of
CETWeek to Week Change
2.78%
52 Week Change
21.21%
Year to Date Change
8.61%
Daily Low
329.4
Daily High
330.97
52 Week Low
255.21 — 27 Oct 2023
52 Week High
344.9 — 16 Jul 2024
Top 10 Components
ALPHABET CLASS C | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
Fiserv Inc. | US |
META PLATFORMS CLASS A | US |
Analog Devices Inc. | US |
Elevance Health | US |
D.R. Horton Inc. | US |
GENERAL MOTORS | US |
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Low
High
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