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
SAXPNLRL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360675
Last Value
194.39
-0.01 (-0.01%)
As of CET
Week to Week Change
0.22%
52 Week Change
13.40%
Year to Date Change
17.52%
Daily Low
194.02
Daily High
194.91
52 Week Low
164.04 — 13 Jan 2025
52 Week High
202 — 26 May 2025
Top 10 Components
| DANONE | FR |
| NOVARTIS | CH |
| SAMPO | FI |
| DEUTSCHE BOERSE | DE |
| ENGIE | FR |
| HALEON | GB |
| RELX PLC | GB |
| LONDON STOCK EXCHANGE | GB |
| SVENSKA HANDELSBANKEN A | SE |
| SHELL | GB |
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