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
SAXPNSZV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360444
Last Value
223.35
-0.44 (-0.20%)
As of CET
Daily Low
223.15
Daily High
224.95
Top 10 Components
| UCB | BE |
| KERRY GRP | IE |
| VAT GROUP AG | CH |
| SMITH & NEPHEW | GB |
| NOVONESIS | DK |
| BANK OF IRELAND GROUP | IE |
| BCO SABADELL | ES |
| EXOR NV | NL |
| ADMIRAL GRP | GB |
| EIFFAGE | FR |
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Low
High
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