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
SAXPNVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360378
Last Value
200.18
-0.47 (-0.23%)
As of CET
Week to Week Change
1.68%
52 Week Change
40.19%
Year to Date Change
46.45%
Daily Low
199.97
Daily High
201.49
52 Week Low
133.6 — 13 Jan 2025
52 Week High
200.65 — 4 Dec 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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