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
15:30-22:15 CET
ISIN
CH0462360030
Bloomberg ID
BBG00Z8L0GP4
Last Value
355.37
+0.25 (+0.07%)
As of CET
Week to Week Change
0.79%
52 Week Change
28.03%
Year to Date Change
8.07%
Daily Low
354.65
Daily High
356.4
52 Week Low
274.68 — 16 May 2023
52 Week High
363.8399 — 28 Mar 2024
Top 10 Components
| Microsoft Corp. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| THE CIGNA GROUP | US |
| META PLATFORMS CLASS A | US |
| Fiserv Inc. | US |
| Analog Devices Inc. | US |
| Bristol-Myers Squibb Co. | US |
| Qualcomm Inc. | US |
| Capital One Financial Corp. | US |
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Low
High
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