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
SAXPNSZR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360410
Bloomberg ID
BBG00ZF7GQS5
Last Value
252.03
-0.48 (-0.19%)
As of
CETWeek to Week Change
-0.74%
52 Week Change
12.44%
Year to Date Change
-0.15%
Daily Low
251.63
Daily High
253.15
52 Week Low
219.2 — 27 Oct 2023
52 Week High
253.9 — 12 Mar 2024
Top 10 Components
UCB | BE |
VAT GROUP AG | CH |
NOVONESIS | DK |
KERRY GRP | IE |
BE SEMICONDUCTOR | NL |
SMITH & NEPHEW | GB |
SAFRAN | FR |
EIFFAGE | FR |
SAGE GRP | GB |
INTERTEK GRP | GB |
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Low
High
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