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
SAXPNLRU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360667
Bloomberg ID
BBG00Z8L0GG4
Last Value
271.99
-1.37 (-0.50%)
As of CET
Week to Week Change
-1.23%
52 Week Change
17.20%
Year to Date Change
10.57%
Daily Low
270.96
Daily High
273.08
52 Week Low
227.29 — 12 Oct 2022
52 Week High
276.93 — 15 Sep 2023
Top 10 Components
| BAE SYSTEMS | Industrial Goods and Services | GB |
| NESTLE | Food, Beverage and Tobacco | CH |
| NOVARTIS | Health Care | CH |
| SAP | Technology | DE |
| AIR LIQUIDE | Chemicals | FR |
| WOLTERS KLUWER | Media | NL |
| ZURICH INSURANCE GROUP | Insurance | CH |
| LONDON STOCK EXCHANGE | Financial Services | GB |
| SANOFI | Health Care | FR |
| ROCHE HLDG P | Health Care | CH |
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Low
High
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