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
SAXPNLRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360642
Bloomberg ID
BBG00ZF7GQQ7
Last Value
185.61
-0.61 (-0.33%)
As of CET
Week to Week Change
0.67%
52 Week Change
5.03%
Year to Date Change
8.65%
Daily Low
185.57
Daily High
186.06
52 Week Low
169.77 — 30 Dec 2022
52 Week High
188.38 — 25 Apr 2023
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| NESTLE | CH |
| WOLTERS KLUWER | NL |
| AIR LIQUIDE | FR |
| NOVARTIS | CH |
| LONDON STOCK EXCHANGE | GB |
| ZURICH INSURANCE GROUP | CH |
| DEUTSCHE BOERSE | DE |
| THALES | FR |
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Low
High
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