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
Bloomberg ID
BBG00ZF7GQ50
Last Value
267.49
+0.07 (+0.03%)
As of
CETWeek to Week Change
1.11%
52 Week Change
22.25%
Year to Date Change
6.44%
Daily Low
266.16
Daily High
268.14
52 Week Low
211.74 — 4 May 2023
52 Week High
276.61 — 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 |
Qualcomm Inc. | US |
Bristol-Myers Squibb Co. | US |
Capital One Financial Corp. | US |
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Low
High
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