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
SAXPNVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360378
Last Value
205.37
+0.11 (+0.05%)
As of CET
Week to Week Change
2.55%
52 Week Change
46.43%
Year to Date Change
50.25%
Daily Low
204.89
Daily High
206.11
52 Week Low
133.6 — 13 Jan 2025
52 Week High
205.57 — 16 Dec 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| Holcim | CH |
| IMPERIAL BRANDS | GB |
| MERCEDES-BENZ GROUP | DE |
| REPSOL | ES |
| FRESENIUS | DE |
| ARCELORMITTAL | LU |
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