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
SAXPNVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360345
Bloomberg ID
BBG00ZF7GQT4
Last Value
146.41
+0.21 (+0.14%)
As of CET
Week to Week Change
2.28%
52 Week Change
-1.82%
Year to Date Change
5.24%
Daily Low
145.73
Daily High
146.74
52 Week Low
122.01 — 29 Sep 2022
52 Week High
152.54 — 3 Mar 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| NOVARTIS | Health Care | CH |
| Holcim | Construction and Materials | CH |
| DEUTSCHE BANK | Banks | DE |
| BRITISH AMERICAN TOBACCO | Food, Beverage and Tobacco | GB |
| SANOFI | Health Care | FR |
| TELEFONICA | Telecommunications | ES |
| Prosus | Technology | NL |
| ARCELORMITTAL | Basic Resources | LU |
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Low
High
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