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
223.26
+1.11 (+0.50%)
As of CET
Week to Week Change
1.07%
52 Week Change
4.92%
Year to Date Change
1.98%
Daily Low
223.12
Daily High
224.09
52 Week Low
195.25 — 4 Oct 2023
52 Week High
228.67 — 26 Mar 2024
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| WOLTERS KLUWER | NL |
| LONDON STOCK EXCHANGE | GB |
| DEUTSCHE BOERSE | DE |
| NOVARTIS | CH |
| ZURICH INSURANCE GROUP | CH |
| AIR LIQUIDE | FR |
| THALES | FR |
| NESTLE | CH |
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Low
High
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