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
SA5UNVAS
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360030
Bloomberg
SA5UNVAS INDEX
Last Value
376.24
-2.06 (-0.54%)
As of CET
Week to Week Change
-1.60%
52 Week Change
16.86%
Year to Date Change
14.42%
Daily Low
376.02
Daily High
378.03
52 Week Low
321.11 — 20 Dec 2023
52 Week High
388.7 — 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 |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€315.37
-2.13
1Y Return
9.27%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€821.33
+8.86
1Y Return
33.71%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.26
+2.71
1Y Return
48.71%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$436.76
+4.39
1Y Return
47.46%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.34
-1.55
1Y Return
-0.65%
1Y Volatility
0.11%