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
Last Value
173.49
-1.12 (-0.64%)
As of CET
Week to Week Change
-2.08%
52 Week Change
12.03%
Year to Date Change
-1.52%
Daily Low
172.53
Daily High
174.49
52 Week Low
151.73 — 19 Jan 2024
52 Week High
178.81 — 12 Dec 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| Holcim | CH |
| STELLANTIS | IT |
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| VOLKSWAGEN PREF | DE |
| IMPERIAL BRANDS | GB |
| HEIDELBERG MATERIALS | DE |
| STMICROELECTRONICS | IT |
| FRESENIUS | DE |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$668.95
+2.16
1Y Return
15.92%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€508.28
-0.40
1Y Return
7.19%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$453.51
+0.68
1Y Return
22.78%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$548.35
+0.64
1Y Return
23.69%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$194.89
-1.20
1Y Return
1.98%
1Y Volatility
0.19%