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
222.4
-0.96 (-0.43%)
As of CET
Week to Week Change
-2.70%
52 Week Change
12.69%
Year to Date Change
5.06%
Daily Low
222.25
Daily High
224.18
52 Week Low
193.86 — 30 Sep 2022
52 Week High
236.94 — 31 Jul 2023
Top 10 Components
| Microsoft Corp. | Technology | US |
| Pfizer Inc. | Health Care | US |
| ALPHABET CLASS C | Technology | US |
| THE CIGNA GROUP | Health Care | US |
| Intel Corp. | Technology | US |
| Citigroup Inc. | Banks | US |
| RTX | Industrial Goods and Services | US |
| Fiserv Inc. | Industrial Goods and Services | US |
| MARATHON PETROLEUM | Energy | US |
| Analog Devices Inc. | Technology | US |
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Low
High
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