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
SAXPNVAR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360352
Bloomberg
SAXPNVAR INDEX
Last Value
333.58
-0.56 (-0.17%)
As of CET
Week to Week Change
0.86%
52 Week Change
32.50%
Year to Date Change
28.11%
Daily Low
332.72
Daily High
334.29
52 Week Low
244.95 — 9 Apr 2025
52 Week High
336.23 — 29 Oct 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| IMPERIAL BRANDS | GB |
| Holcim | CH |
| REPSOL | ES |
| MERCEDES-BENZ GROUP | DE |
| FRESENIUS | DE |
| ARCELORMITTAL | LU |
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