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
SAXPNLRR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360659
Bloomberg ID
BBG00ZF7GQJ5
Last Value
270.04
+1.10 (+0.41%)
As of CET
Week to Week Change
0.54%
52 Week Change
10.87%
Year to Date Change
1.94%
Daily Low
269.22
Daily High
270.52
52 Week Low
235.58 — 15 Mar 2023
52 Week High
271.62 — 29 Jan 2024
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| LONDON STOCK EXCHANGE | GB |
| WOLTERS KLUWER | NL |
| DEUTSCHE BOERSE | DE |
| ZURICH INSURANCE GROUP | CH |
| AIR LIQUIDE | FR |
| NOVARTIS | CH |
| THALES | FR |
| NESTLE | CH |
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