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
SAXPNSZV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360444
Last Value
204.06
+0.02 (+0.01%)
As of CET
Week to Week Change
-0.46%
52 Week Change
3.09%
Year to Date Change
-2.18%
Daily Low
201.68
Daily High
204.28
52 Week Low
174.97 — 26 Oct 2023
52 Week High
212.44 — 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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