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
347.58
+0.79 (+0.23%)
As of
CETWeek to Week Change
1.55%
52 Week Change
30.95%
Year to Date Change
5.71%
Daily Low
345.18
Daily High
347.93
52 Week Low
265.43 — 13 Mar 2023
52 Week High
348.47 — 7 Mar 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 |
Analog Devices Inc. | US |
Valero Energy Corp. | US |
Capital One Financial Corp. | US |
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Low
High
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