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
SAXPNVAU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360360
Bloomberg ID
BBG00Z8L0GR2
Last Value
239.86
-0.68 (-0.28%)
As of CET
Week to Week Change
0.27%
52 Week Change
15.38%
Year to Date Change
16.83%
Daily Low
239.45
Daily High
241.36
52 Week Low
200.71 — 16 Dec 2022
52 Week High
240.54 — 11 Dec 2023
Top 10 Components
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| STELLANTIS | IT |
| Holcim | CH |
| SANOFI | FR |
| VOLKSWAGEN PREF | DE |
| IMPERIAL BRANDS | GB |
| REPSOL | ES |
| 3I GROUP PLC. | GB |
| Prosus | NL |
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Low
High
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