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
SA5UNVAR
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462359990
Last Value
404.48
+1.12 (+0.28%)
As of CET
Week to Week Change
0.78%
52 Week Change
26.99%
Year to Date Change
10.17%
Daily Low
403.2
Daily High
404.77
52 Week Low
314.64 — 24 May 2023
52 Week High
412.9 — 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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