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
SAXPNMOU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360600
Bloomberg ID
BBG00Z8L0GH3
Last Value
440.19
+0.25 (+0.06%)
As of CET
Week to Week Change
2.66%
52 Week Change
29.32%
Year to Date Change
18.14%
Daily Low
439.46
Daily High
443.72
52 Week Low
329.94 — 31 May 2023
52 Week High
440.75 — 8 Apr 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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