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
SAXPNQUP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360469
Bloomberg ID
BBG00ZF7GQ78
Last Value
228.49
+0.19 (+0.08%)
As of CET
Week to Week Change
-1.28%
52 Week Change
12.15%
Year to Date Change
3.34%
Daily Low
227.96
Daily High
230.32
52 Week Low
193.69 — 27 Oct 2023
52 Week High
234.17 — 21 Mar 2024
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| HERMES INTERNATIONAL | FR |
| ADYEN | NL |
| ASML HLDG | NL |
| BP | GB |
| SAFRAN | FR |
| INTESA SANPAOLO | IT |
| KUEHNE + NAGEL | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$600.23
+2.55
1Y Return
15.80%
1Y Volatility
0.10%
STOXX® Europe 600
€499.7
+1.18
1Y Return
6.63%
1Y Volatility
0.10%
STOXX® USA 500
$386.53
-1.08
1Y Return
21.17%
1Y Volatility
0.12%
STOXX® North America 600
$466.27
-2.80
1Y Return
22.47%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$189.43
-1.64
1Y Return
8.21%
1Y Volatility
0.14%