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
393.75
-7.17 (-1.79%)
As of
CETWeek to Week Change
-2.03%
52 Week Change
24.83%
Year to Date Change
7.25%
Daily Low
393.75
Daily High
398.9
52 Week Low
304.75 — 4 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 |
Fiserv Inc. | US |
META PLATFORMS CLASS A | US |
Analog Devices Inc. | US |
Bristol-Myers Squibb Co. | US |
Capital One Financial Corp. | US |
Valero Energy Corp. | US |
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Low
High
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