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
SAXPNMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360527
Last Value
241.37
+0.98 (+0.41%)
As of CET
Week to Week Change
-0.03%
52 Week Change
11.74%
Year to Date Change
4.55%
Daily Low
241.05
Daily High
242.3
52 Week Low
210.41 — 27 Oct 2023
52 Week High
250.53 — 15 May 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| BAE SYSTEMS | GB |
| STELLANTIS | IT |
| AHOLD DELHAIZE | NL |
| UCB | BE |
| VOLKSWAGEN PREF | DE |
| ROCHE HLDG P | CH |
| NOVO NORDISK B | DK |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
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