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
SAXPNLRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360642
Last Value
213.03
-0.68 (-0.32%)
As of CET
Week to Week Change
-0.32%
52 Week Change
9.75%
Year to Date Change
-0.07%
Daily Low
212.44
Daily High
213.54
52 Week Low
192.21 — 23 Jan 2024
52 Week High
216.34 — 5 Dec 2024
Top 10 Components
| LONDON STOCK EXCHANGE | GB |
| DEUTSCHE BOERSE | DE |
| HALEON | GB |
| WOLTERS KLUWER | NL |
| DANONE | FR |
| ZURICH INSURANCE GROUP | CH |
| NOVARTIS | CH |
| SAMPO | FI |
| SAP | DE |
| ENGIE | FR |
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