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
15:30-22:15 CET
ISIN
CH0462360014
Last Value
274.47
+4.26 (+1.58%)
As of
CETWeek to Week Change
-1.79%
52 Week Change
16.90%
Year to Date Change
9.22%
Daily Low
271.76
Daily High
275.54
52 Week Low
212.09 — 27 Oct 2023
52 Week High
283.5899 — 16 Jul 2024
Top 10 Components
ALPHABET CLASS C | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
Intel Corp. | US |
Fiserv Inc. | US |
META PLATFORMS CLASS A | US |
Analog Devices Inc. | US |
Capital One Financial Corp. | US |
Qualcomm Inc. | US |
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Low
High
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