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
SA5UNVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462359982
Last Value
283.28
-0.26 (-0.09%)
As of
CETWeek to Week Change
0.24%
52 Week Change
1.91%
Year to Date Change
7.85%
Daily Low
283.04
Daily High
283.79
52 Week Low
254.14 — 23 Mar 2023
52 Week High
289.1 — 30 Nov 2022
Top 10 Components
Microsoft Corp. | US |
Intel Corp. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
Pfizer Inc. | US |
THE CIGNA GROUP | US |
RTX | US |
Fiserv Inc. | US |
Analog Devices Inc. | US |
Verizon Communications Inc. | US |
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Low
High
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