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
SAXPNVAV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360386
Last Value
207.3
+0.23 (+0.11%)
As of
CETWeek to Week Change
0.77%
52 Week Change
19.10%
Year to Date Change
10.31%
Daily Low
206.51
Daily High
207.66
52 Week Low
160.1699 — 27 Oct 2023
52 Week High
211.03 — 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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