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Indices

STOXX® Europe 600 Industry Neutral Ax Multi-Factor

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 01:50 pm CET
Week 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
Data
Factsheet

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
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
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  • 6M
  • YTD
  • 1Y
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Low
High

Related research

Factor Investing

The diversification benefits of a multi-factor approach: the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index

For the past 20 years, a multi-factor strategy as targeted by the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index has fared extremely well, and much of that consistent performance can be traced to the benefit of diversifying across different sources of return premia.

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