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
15:30-22:30 CET
ISIN
CH0462360014
Last Value
265.16
-3.39 (-1.26%)
As of
CETWeek to Week Change
-3.76%
52 Week Change
-0.29%
Year to Date Change
-3.28%
Daily Low
263.19
Daily High
268.68
52 Week Low
254.21 — 7 Aug 2024
52 Week High
292.1 — 25 Nov 2024
Top 10 Components
ALPHABET CLASS C | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
Qualcomm Inc. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
META PLATFORMS CLASS A | US |
Elevance Health | US |
Capital One Financial Corp. | US |
CVS HEALTH CORP. | US |
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Low
High
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