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
SAXPNSZR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360410
Bloomberg ID
BBG00ZF7GQS5
Last Value
248.58
+1.43 (+0.58%)
As of
CETWeek to Week Change
-1.28%
52 Week Change
6.90%
Year to Date Change
-1.52%
Daily Low
247.49
Daily High
249.89
52 Week Low
219.2 — 27 Oct 2023
52 Week High
253.32 — 27 Dec 2023
Top 10 Components
UCB | BE |
VAT GROUP AG | CH |
NOVONESIS | DK |
KERRY GRP | IE |
BANK OF IRELAND GROUP | IE |
BE SEMICONDUCTOR | NL |
SAFRAN | FR |
HSBC | GB |
SMITH & NEPHEW | GB |
EIFFAGE | FR |
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Low
High
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