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
251.33
-0.77 (-0.31%)
As of CET
Week to Week Change
0.73%
52 Week Change
17.65%
Year to Date Change
10.53%
Daily Low
250.46
Daily High
252.3
52 Week Low
200.49 — 27 Oct 2023
52 Week High
257.36 — 27 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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Low
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