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
SAXPNLRR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360659
Bloomberg
SAXPNLRR INDEX
Last Value
318.29
-0.99 (-0.31%)
As of CET
Week to Week Change
-1.13%
52 Week Change
4.50%
Year to Date Change
4.91%
Daily Low
317.95
Daily High
319.04
52 Week Low
296.24 — 9 Apr 2025
52 Week High
340.94 — 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.53
-6.27
1Y Return
15.05%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.24
-3.10
1Y Return
11.96%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$526.42
-5.97
1Y Return
11.92%
1Y Volatility
0.20%
STOXX® North America 600 - USD (Gross Return)
$654.29
+2.07
1Y Return
14.98%
1Y Volatility
0.19%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$250.89
+3.43
1Y Return
23.25%
1Y Volatility
0.19%