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
SA5UNVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360014
Bloomberg ID
BBG00ZF7GQ50
Last Value
250.51
+2.88 (+1.16%)
As of CET
Week to Week Change
0.10%
52 Week Change
12.16%
Year to Date Change
-0.31%
Daily Low
247.55
Daily High
250.85
52 Week Low
206.2 — 13 Mar 2023
52 Week High
252.48 — 8 Jan 2024
Top 10 Components
| Microsoft Corp. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| THE CIGNA GROUP | US |
| META PLATFORMS CLASS A | US |
| Fiserv Inc. | US |
| Bristol-Myers Squibb Co. | US |
| Valero Energy Corp. | US |
| Capital One Financial Corp. | US |
| Analog Devices Inc. | US |
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Low
High
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