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
SAXPNVAR INDEX
Last Value
258.79
-1.59 (-0.61%)
As of CET
Week to Week Change
0.45%
52 Week Change
13.88%
Year to Date Change
-0.61%
Daily Low
258.33
Daily High
260.39
52 Week Low
217.8 — 19 Jan 2024
52 Week High
264.25 — 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 |
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