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
SA5UNVAS
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360030
Bloomberg ID
BBG00Z8L0GP4
Last Value
305.17
-0.62 (-0.20%)
As of
CETWeek to Week Change
0.60%
52 Week Change
9.30%
Year to Date Change
12.53%
Daily Low
304.85
Daily High
305.64
52 Week Low
265.43 — 13 Mar 2023
52 Week High
307.18 — 31 Jul 2023
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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