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
170.34
+1.24 (+0.73%)
As of CET
Week to Week Change
1.09%
52 Week Change
17.83%
Year to Date Change
24.62%
Daily Low
168.83
Daily High
170.34
52 Week Low
131.07 — 6 Aug 2024
52 Week High
170.34 — 19 May 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| Holcim | CH |
| DEUTSCHE BANK | DE |
| IMPERIAL BRANDS | GB |
| VOLKSWAGEN PREF | DE |
| HEIDELBERG MATERIALS | DE |
| STELLANTIS | IT |
| FRESENIUS | DE |
| VODAFONE GRP | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$706.5
-0.55
1Y Return
11.68%
1Y Volatility
0.16%
STOXX® Europe 600 - EUR (Price Return)
€554.02
+4.04
1Y Return
5.94%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$462.92
-1.77
1Y Return
12.87%
1Y Volatility
0.20%
STOXX® North America 600 - USD (Gross Return)
$566.69
+0.61
1Y Return
—
1Y Volatility
0.20%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$217.83
+0.57
1Y Return
9.33%
1Y Volatility
0.23%