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
SAXPNSZR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360410
Bloomberg ID
BBG00ZF7GQS5
Last Value
267.06
+1.97 (+0.74%)
As of CET
Week to Week Change
1.95%
52 Week Change
11.27%
Year to Date Change
5.80%
Daily Low
265.67
Daily High
267.46
52 Week Low
219.2 — 27 Oct 2023
52 Week High
267.06 — 10 May 2024
Top 10 Components
| UCB | BE |
| VAT GROUP AG | CH |
| NOVONESIS | DK |
| KERRY GRP | IE |
| SAFRAN | FR |
| HSBC | GB |
| EIFFAGE | FR |
| BE SEMICONDUCTOR | NL |
| SMITH & NEPHEW | GB |
| BCO SABADELL | ES |
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Low
High
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