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
SAXPNVAR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360352
Bloomberg ID
BBG00ZF7GQG8
Last Value
220.55
+1.98 (+0.91%)
As of CET
Week to Week Change
2.43%
52 Week Change
12.64%
Year to Date Change
14.71%
Daily Low
218.85
Daily High
220.6
52 Week Low
187.95 — 16 Dec 2022
52 Week High
220.55 — 1 Dec 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
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