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
SA5UNVAS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360030
Bloomberg ID
BBG00Z8L0GP4
Last Value
352.16
+0.09 (+0.03%)
As of
CETWeek to Week Change
1.11%
52 Week Change
24.77%
Year to Date Change
7.10%
Daily Low
350.42
Daily High
353.03
52 Week Low
273.23 — 4 May 2023
52 Week High
363.8399 — 28 Mar 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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