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
SAXPNLRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360642
Last Value
213.51
+0.01 (+0.00%)
As of CET
Week to Week Change
2.15%
52 Week Change
16.98%
Year to Date Change
11.93%
Daily Low
213.42
Daily High
214.29
52 Week Low
178.02 — 4 Oct 2023
52 Week High
213.51 — 30 Aug 2024
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| WOLTERS KLUWER | NL |
| DEUTSCHE BOERSE | DE |
| HALEON | GB |
| NOVARTIS | CH |
| ZURICH INSURANCE GROUP | CH |
| LONDON STOCK EXCHANGE | GB |
| DANONE | FR |
| ROCHE HLDG P | CH |
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Low
High
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