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
SAXPNLRV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360683
Last Value
248.92
-1.29 (-0.52%)
As of CET
Week to Week Change
-2.18%
52 Week Change
26.28%
Year to Date Change
13.70%
Daily Low
248.02
Daily High
250.8
52 Week Low
197.12 — 5 Oct 2023
52 Week High
256.47 — 27 Sep 2024
Top 10 Components
| BAE SYSTEMS | GB |
| HALEON | GB |
| DEUTSCHE BOERSE | DE |
| WOLTERS KLUWER | NL |
| ZURICH INSURANCE GROUP | CH |
| NOVARTIS | CH |
| LONDON STOCK EXCHANGE | GB |
| SAMPO | FI |
| DANONE | FR |
| SANOFI | FR |
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