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
SA5UNVAU
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0462360006
Last Value
448.2
+2.22 (+0.50%)
As of CET
Week to Week Change
-2.22%
52 Week Change
23.09%
Year to Date Change
12.64%
Daily Low
446.87
Daily High
450.82
52 Week Low
357.96 — 9 Nov 2023
52 Week High
461.21 — 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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-3.72
1Y Return
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€199.26
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1Y Return
11.98%
1Y Volatility
0.11%