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
220.06
-0.71 (-0.32%)
As of CET
Week to Week Change
0.73%
52 Week Change
4.87%
Year to Date Change
8.37%
Daily Low
219.91
Daily High
220.4
52 Week Low
201.35 — 30 Dec 2022
52 Week High
224.84 — 31 Jul 2023
Top 10 Components
| STELLANTIS | IT |
| 3I GROUP PLC. | GB |
| BMW | DE |
| EQUINOR | NO |
| BAE SYSTEMS | GB |
| ROCHE HLDG P | CH |
| AHOLD DELHAIZE | NL |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| NOVO NORDISK B | DK |
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Low
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