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
SAXPNLRV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360683
Last Value
253.27
-0.02 (-0.01%)
As of
CETWeek to Week Change
1.19%
52 Week Change
22.36%
Year to Date Change
15.69%
Daily Low
253.07
Daily High
254.58
52 Week Low
195.25 — 4 Oct 2023
52 Week High
253.29 — 29 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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