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
195.99
-0.58 (-0.30%)
As of
CETWeek to Week Change
-1.61%
52 Week Change
19.90%
Year to Date Change
18.49%
Daily Low
195.08
Daily High
196.47
52 Week Low
161.83 — 2 Jul 2024
52 Week High
202 — 26 May 2025
Top 10 Components
DEUTSCHE BOERSE | DE |
LONDON STOCK EXCHANGE | GB |
HALEON | GB |
DANONE | FR |
SAMPO | FI |
NOVARTIS | CH |
ENGIE | FR |
ZURICH INSURANCE GROUP | CH |
RELX PLC | GB |
COMPASS GRP | GB |
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Low
High
Featured indices
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1Y Volatility
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1Y Return
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1Y Volatility
0.23%