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
212.19
+0.57 (+0.27%)
As of CET
Week to Week Change
1.54%
52 Week Change
17.08%
Year to Date Change
11.23%
Daily Low
211.87
Daily High
212.73
52 Week Low
181.23 — 7 Nov 2023
52 Week High
216.28 — 17 Oct 2024
Top 10 Components
| BAE SYSTEMS | GB |
| DEUTSCHE BOERSE | DE |
| WOLTERS KLUWER | NL |
| HALEON | GB |
| ZURICH INSURANCE GROUP | CH |
| LONDON STOCK EXCHANGE | GB |
| NOVARTIS | CH |
| DANONE | FR |
| SAMPO | FI |
| THALES | FR |
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