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
SA5UNVAR
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462359990
Last Value
341.83
-3.53 (-1.02%)
As of CET
Week to Week Change
0.50%
52 Week Change
2.23%
Year to Date Change
9.40%
Daily Low
341.12
Daily High
344.3
52 Week Low
303.46 — 23 Mar 2023
52 Week High
345.36 — 14 Sep 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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