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
SA5UNVAV
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360022
Bloomberg
SA5UNVAV INDEX
Last Value
347.65
+2.53 (+0.73%)
As of CET
Week to Week Change
2.69%
52 Week Change
29.25%
Year to Date Change
14.58%
Daily Low
345.66
Daily High
347.73
52 Week Low
255.21 — 27 Oct 2023
52 Week High
347.47 — 14 Oct 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| Fiserv Inc. | US |
| THE CIGNA GROUP | US |
| META PLATFORMS CLASS A | US |
| Apple Inc. | US |
| Intel Corp. | US |
| CVS HEALTH CORP. | US |
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Low
High
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