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
15:30-22:30 CET
ISIN
CH0462359990
Last Value
411.7
+2.04 (+0.50%)
As of CET
Week to Week Change
-2.22%
52 Week Change
22.84%
Year to Date Change
12.14%
Daily Low
410.47
Daily High
414.11
52 Week Low
330.56 — 9 Nov 2023
52 Week High
423.7 — 17 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 |
| Capital One Financial Corp. | US |
| CVS HEALTH CORP. | US |
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Low
High
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