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
SAXPNLRS
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360691
Last Value
307.98
-1.17 (-0.38%)
As of CET
Week to Week Change
-0.41%
52 Week Change
16.25%
Year to Date Change
20.83%
Daily Low
307.63
Daily High
309.5
52 Week Low
252.8 — 13 Jan 2025
52 Week High
319.41 — 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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Low
High
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