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
SA5UNVAV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360022
Bloomberg ID
BBG00ZF7GQ69
Last Value
281.71
-0.57 (-0.20%)
As of CET
Week to Week Change
0.60%
52 Week Change
8.61%
Year to Date Change
11.87%
Daily Low
281.42
Daily High
282.14
52 Week Low
246.12 — 13 Mar 2023
52 Week High
284.23 — 31 Jul 2023
Top 10 Components
| Microsoft Corp. | US |
| Intel Corp. | US |
| Citigroup Inc. | US |
| ALPHABET CLASS C | US |
| Pfizer Inc. | US |
| THE CIGNA GROUP | US |
| RTX | US |
| Fiserv Inc. | US |
| Analog Devices Inc. | US |
| Verizon Communications Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€285.14
-0.09
1Y Return
6.29%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€602.7
+2.19
1Y Return
12.53%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum
$287.35
-0.59
1Y Return
12.02%
1Y Volatility
0.45%
STOXX® Global 1800 ESG-X Ax Momentum
$286.5
+0.04
1Y Return
8.73%
1Y Volatility
0.12%
STOXX® Europe 600 Ax Size
€190.11
+1.82
1Y Return
5.95%
1Y Volatility
0.14%