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
SAXPNVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360378
Last Value
125.74
-0.01 (-0.01%)
As of CET
Week to Week Change
0.82%
52 Week Change
11.48%
Year to Date Change
12.15%
Daily Low
125.01
Daily High
125.97
52 Week Low
109.1 — 16 Dec 2022
52 Week High
128.63 — 28 Jul 2023
Top 10 Components
| STELLANTIS | IT |
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| 3I GROUP PLC. | GB |
| Holcim | CH |
| NOVARTIS | CH |
| VOLKSWAGEN PREF | DE |
| BRITISH AMERICAN TOBACCO | GB |
| SANOFI | FR |
| LOGITECH INTERNATIONAL | CH |
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Low
High
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