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
SAXPNLRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360642
Bloomberg ID
BBG00ZF7GQQ7
Last Value
194.04
-0.07 (-0.04%)
As of CET
Week to Week Change
-0.57%
52 Week Change
4.37%
Year to Date Change
1.72%
Daily Low
194.03
Daily High
195.25
52 Week Low
177.3899 — 7 Jul 2023
52 Week High
200.68 — 28 Mar 2024
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| LONDON STOCK EXCHANGE | GB |
| DEUTSCHE BOERSE | DE |
| WOLTERS KLUWER | NL |
| ZURICH INSURANCE GROUP | CH |
| AIR LIQUIDE | FR |
| NOVARTIS | CH |
| THALES | FR |
| NESTLE | CH |
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