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
SAXPNMOR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360592
Bloomberg ID
BBG00ZF7GQV1
Last Value
411.4
+3.85 (+0.94%)
As of CET
Week to Week Change
1.72%
52 Week Change
26.51%
Year to Date Change
16.72%
Daily Low
408.5
Daily High
411.45
52 Week Low
312.43 — 31 May 2023
52 Week High
416.58 — 28 Mar 2024
Top 10 Components
| UNICREDIT | IT |
| ROLLS ROYCE HLDG | GB |
| NOVO NORDISK B | DK |
| ASM INTERNATIONAL | NL |
| RHEINMETALL | DE |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| BAE SYSTEMS | GB |
| HERMES INTERNATIONAL | FR |
| PKO BANK | PL |
| PANDORA | DK |
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Low
High
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