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
SAXPNVAU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360360
Bloomberg
SAXPNVAU INDEX
Last Value
277.46
-2.19 (-0.78%)
As of CET
Week to Week Change
-2.12%
52 Week Change
16.00%
Year to Date Change
-1.55%
Daily Low
276.32
Daily High
279.45
52 Week Low
234.35 — 19 Jan 2024
52 Week High
286.02 — 12 Dec 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| Holcim | CH |
| STELLANTIS | IT |
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| VOLKSWAGEN PREF | DE |
| IMPERIAL BRANDS | GB |
| HEIDELBERG MATERIALS | DE |
| STMICROELECTRONICS | IT |
| FRESENIUS | DE |
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