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
SAXPNVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360378
Last Value
141.86
+1.11 (+0.79%)
As of CET
Week to Week Change
2.98%
52 Week Change
16.35%
Year to Date Change
8.28%
Daily Low
141.02
Daily High
142.45
52 Week Low
112.05 — 27 Oct 2023
52 Week High
145.1399 — 16 May 2024
Top 10 Components
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| Holcim | CH |
| SANOFI | FR |
| IMPERIAL BRANDS | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| STANDARD CHARTERED | GB |
| REPSOL | ES |
| Prosus | NL |
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