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
SAXPNMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360527
Bloomberg ID
BBG00ZF7GQB3
Last Value
239.4
-1.14 (-0.47%)
As of
CETWeek to Week Change
-2.05%
52 Week Change
8.76%
Year to Date Change
3.70%
Daily Low
238.22
Daily High
240.03
52 Week Low
210.41 — 27 Oct 2023
52 Week High
247.32 — 28 Mar 2024
Top 10 Components
STELLANTIS | IT |
3I GROUP PLC. | GB |
BAE SYSTEMS | GB |
BMW | DE |
GSK | GB |
AHOLD DELHAIZE | NL |
GRP SOCIETE GENERALE | FR |
NOVO NORDISK B | DK |
EQUINOR | NO |
KUEHNE + NAGEL | CH |
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