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
366.49
-2.08 (-0.56%)
As of CET
Week to Week Change
-0.92%
52 Week Change
35.93%
Year to Date Change
1.81%
Daily Low
366.16
Daily High
369.5
52 Week Low
269.62 — 22 Apr 2025
52 Week High
378.8399 — 27 Feb 2026
Top 10 Components
| BARCLAYS | GB |
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| DAIMLER TRUCK | DE |
| REPSOL | ES |
| ARCELORMITTAL | LU |
| RWE | DE |
| VOLKSWAGEN PREF | DE |
| Holcim | CH |
| CAP GEMINI | FR |
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