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
SAXPNMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360584
Bloomberg ID
BBG00ZF7GQH7
Last Value
307.46
-5.35 (-1.71%)
As of CET
Week to Week Change
-1.29%
52 Week Change
21.76%
Year to Date Change
14.27%
Daily Low
306.37
Daily High
310.74
52 Week Low
240.2 — 31 May 2023
52 Week High
317.13 — 28 Mar 2024
Top 10 Components
| UNICREDIT | IT |
| ROLLS ROYCE HLDG | GB |
| NOVO NORDISK B | DK |
| ASM INTERNATIONAL | NL |
| RHEINMETALL | DE |
| BAE SYSTEMS | GB |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| HERMES INTERNATIONAL | FR |
| PKO BANK | PL |
| PANDORA | DK |
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Low
High
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