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
SAXPNSZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360402
Bloomberg ID
BBG00ZF7GQN0
Last Value
181.33
+2.15 (+1.20%)
As of CET
Week to Week Change
1.91%
52 Week Change
3.81%
Year to Date Change
7.54%
Daily Low
179.35
Daily High
181.33
52 Week Low
164.4 — 27 Oct 2023
52 Week High
187.7 — 27 Jul 2023
Top 10 Components
| VAT GROUP AG | CH |
| INTERCONTINENTAL HOTELS GRP | GB |
| SAGE GRP | GB |
| SMITH & NEPHEW | GB |
| KERRY GRP | IE |
| NOVOZYMES | DK |
| BE SEMICONDUCTOR | NL |
| PRYSMIAN | IT |
| EIFFAGE | FR |
| QIAGEN | DE |
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Low
High
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