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
15:30-22:30 CET
ISIN
CH0462359982
Last Value
357.32
+18.30 (+5.40%)
As of
CETWeek to Week Change
6.44%
52 Week Change
28.04%
Year to Date Change
17.50%
Daily Low
349.09
Daily High
357.91
52 Week Low
274.3 — 9 Nov 2023
52 Week High
357.32 — 6 Nov 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 |
Capital One Financial Corp. | US |
CVS HEALTH CORP. | US |
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Low
High
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