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
SA5UNVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462359982
Last Value
310.25
+2.03 (+0.66%)
As of CET
Week to Week Change
0.69%
52 Week Change
11.19%
Year to Date Change
2.03%
Daily Low
306.43
Daily High
310.25
52 Week Low
254.14 — 23 Mar 2023
52 Week High
312.44 — 30 Jan 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 |
| Capital One Financial Corp. | US |
| Valero Energy Corp. | US |
| Analog Devices Inc. | US |
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Low
High
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