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
198.78
+0.84 (+0.42%)
As of
CETWeek to Week Change
2.70%
52 Week Change
15.66%
Year to Date Change
5.78%
Daily Low
197.9
Daily High
199.51
52 Week Low
160.1699 — 27 Oct 2023
52 Week High
200.34 — 4 Apr 2024
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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