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
SAXPNVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360345
Bloomberg ID
BBG00ZF7GQT4
Last Value
153.9
+1.38 (+0.90%)
As of CET
Week to Week Change
2.38%
52 Week Change
8.44%
Year to Date Change
10.62%
Daily Low
152.72
Daily High
153.94
52 Week Low
136.09 — 16 Dec 2022
52 Week High
154.49 — 27 Jul 2023
Top 10 Components
| STELLANTIS | IT |
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| 3I GROUP PLC. | GB |
| NOVARTIS | CH |
| Holcim | CH |
| BRITISH AMERICAN TOBACCO | GB |
| VOLKSWAGEN PREF | DE |
| SANOFI | FR |
| VODAFONE GRP | GB |
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