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
254.52
+0.85 (+0.34%)
As of CET
Week to Week Change
2.43%
52 Week Change
5.50%
Year to Date Change
-2.25%
Daily Low
249.62
Daily High
255.81
52 Week Low
233.32 — 6 Aug 2024
52 Week High
299.16 — 6 Mar 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| Holcim | CH |
| IMPERIAL BRANDS | GB |
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| VOLKSWAGEN PREF | DE |
| HEIDELBERG MATERIALS | DE |
| STELLANTIS | IT |
| FRESENIUS | DE |
| VODAFONE GRP | GB |
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