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
SAXPNVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360345
Last Value
167.3
+1.18 (+0.71%)
As of CET
Week to Week Change
-2.36%
52 Week Change
11.98%
Year to Date Change
5.53%
Daily Low
166.35
Daily High
167.3
52 Week Low
140.26 — 27 Oct 2023
52 Week High
176.81 — 16 May 2024
Top 10 Components
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| Holcim | CH |
| SANOFI | FR |
| IMPERIAL BRANDS | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| STANDARD CHARTERED | GB |
| REPSOL | ES |
| Prosus | NL |
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Low
High
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