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
SA5UNVAU
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360006
Last Value
363.86
+5.90 (+1.65%)
As of
CETWeek to Week Change
-0.07%
52 Week Change
-0.47%
Year to Date Change
8.14%
Daily Low
359.69
Daily High
364.07
52 Week Low
327.32 — 23 Mar 2023
52 Week High
373.65 — 14 Sep 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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