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
SAXPNLRU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360667
Bloomberg
SAXPNLRU INDEX
Last Value
351.22
-0.84 (-0.24%)
As of
CETWeek to Week Change
-0.18%
52 Week Change
17.17%
Year to Date Change
6.92%
Daily Low
350.57
Daily High
351.95
52 Week Low
292.74 — 17 Apr 2024
52 Week High
355.7799 — 3 Mar 2025
Top 10 Components
DEUTSCHE BOERSE | DE |
LONDON STOCK EXCHANGE | GB |
HALEON | GB |
DANONE | FR |
ZURICH INSURANCE GROUP | CH |
NOVARTIS | CH |
SAMPO | FI |
RELX PLC | GB |
ENGIE | FR |
COMPASS GRP | GB |
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