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
SAXPNMFL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360550
Last Value
204.54
-0.86 (-0.42%)
As of
CETWeek to Week Change
2.41%
52 Week Change
15.27%
Year to Date Change
7.21%
Daily Low
204.09
Daily High
205.68
52 Week Low
168.03 — 4 Oct 2023
52 Week High
205.4 — 15 May 2024
Top 10 Components
3I GROUP PLC. | GB |
STELLANTIS | IT |
BAE SYSTEMS | GB |
BMW | DE |
GSK | GB |
GRP SOCIETE GENERALE | FR |
AHOLD DELHAIZE | NL |
NOVO NORDISK B | DK |
EQUINOR | NO |
ROCHE HLDG P | CH |
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Low
High
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