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
SA5UNVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462359982
Last Value
331.71
+0.59 (+0.18%)
As of
CETWeek to Week Change
0.90%
52 Week Change
28.00%
Year to Date Change
9.08%
Daily Low
330.73
Daily High
332.15
52 Week Low
259.14 — 11 May 2023
52 Week High
340.73 — 1 Apr 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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