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
294.02
-2.19 (-0.74%)
As of
CETWeek to Week Change
0.25%
52 Week Change
8.53%
Year to Date Change
3.25%
Daily Low
293.17
Daily High
295.46
52 Week Low
263.04 — 7 Jul 2023
52 Week High
301.68 — 28 Mar 2024
Top 10 Components
BAE SYSTEMS | GB |
SAP | DE |
LONDON STOCK EXCHANGE | GB |
DEUTSCHE BOERSE | DE |
WOLTERS KLUWER | NL |
ZURICH INSURANCE GROUP | CH |
AIR LIQUIDE | FR |
NOVARTIS | CH |
THALES | FR |
NESTLE | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$598.25
+0.57
1Y Return
15.41%
1Y Volatility
0.10%
STOXX® Europe 600
€498.52
+0.31
1Y Return
6.38%
1Y Volatility
0.10%
STOXX® USA 500
$387.61
-2.47
1Y Return
21.50%
1Y Volatility
0.12%
STOXX® North America 600
$469.07
-1.00
1Y Return
23.37%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$191.07
-4.40
1Y Return
9.99%
1Y Volatility
0.14%