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
SAXPNLRU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360667
Bloomberg
SAXPNLRU INDEX
Last Value
331.08
+0.87 (+0.26%)
As of CET
Week to Week Change
0.79%
52 Week Change
14.69%
Year to Date Change
0.79%
Daily Low
329.64
Daily High
331.08
52 Week Low
287.24 — 23 Jan 2024
52 Week High
333.0899 — 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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