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
SAXPNVAV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360386
Last Value
164.45
+0.12 (+0.07%)
As of CET
Week to Week Change
0.90%
52 Week Change
-15.17%
Year to Date Change
6.12%
Daily Low
163.21
Daily High
165.39
52 Week Low
123.89 — 29 Sep 2022
52 Week High
194.02 — 17 Jan 2022
Top 10 Components
| INVESTOR B | Financial Services | SE |
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| NOVARTIS | Health Care | CH |
| BRITISH AMERICAN TOBACCO | Food, Beverage and Tobacco | GB |
| Holcim | Construction and Materials | CH |
| Prosus | Technology | NL |
| SHELL | Energy | GB |
| TELEFONICA | Telecommunications | ES |
| SANOFI | Health Care | FR |
Zoom
Low
High
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