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
SA5UNVAV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360022
Bloomberg
SA5UNVAV INDEX
Last Value
328.68
-3.08 (-0.93%)
As of CET
Week to Week Change
-2.30%
52 Week Change
16.26%
Year to Date Change
8.33%
Daily Low
328.68
Daily High
334.49
52 Week Low
255.21 — 27 Oct 2023
52 Week High
344.9 — 16 Jul 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Citigroup Inc. | US |
| THE CIGNA GROUP | US |
| Intel Corp. | US |
| META PLATFORMS CLASS A | US |
| Fiserv Inc. | US |
| Analog Devices Inc. | US |
| Qualcomm Inc. | US |
| Capital One Financial Corp. | US |
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Low
High
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