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
367.48
+1.06 (+0.29%)
As of CET
Week to Week Change
3.79%
52 Week Change
39.93%
Year to Date Change
2.08%
Daily Low
365.52
Daily High
369.63
52 Week Low
262.61 — 14 Apr 2025
52 Week High
378.8399 — 27 Feb 2026
Top 10 Components
| BARCLAYS | GB |
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| REPSOL | ES |
| DAIMLER TRUCK | DE |
| ARCELORMITTAL | LU |
| RWE | DE |
| Holcim | CH |
| VOLKSWAGEN PREF | DE |
| IMPERIAL BRANDS | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$826
+9.20
1Y Return
28.97%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€619.74
+5.86
1Y Return
23.98%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$533.94
+4.22
1Y Return
27.59%
1Y Volatility
0.14%
STOXX® North America 600 - USD (Gross Return)
$649.42
-0.30
1Y Return
27.25%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$274.34
+3.79
1Y Return
38.38%
1Y Volatility
0.17%