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
324.27
+2.80 (+0.87%)
As of
CETWeek to Week Change
1.08%
52 Week Change
23.51%
Year to Date Change
6.87%
Daily Low
323.08
Daily High
325.28
52 Week Low
253.17 — 4 May 2023
52 Week High
335.2 — 28 Mar 2024
Top 10 Components
Microsoft Corp. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
Fiserv Inc. | US |
META PLATFORMS CLASS A | US |
Analog Devices Inc. | US |
Bristol-Myers Squibb Co. | US |
Valero Energy Corp. | US |
Capital One Financial Corp. | US |
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Low
High
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