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
SAXPNMFR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360535
Bloomberg ID
BBG00ZF7GQK3
Last Value
332.22
-1.23 (-0.37%)
As of CET
Week to Week Change
1.48%
52 Week Change
15.08%
Year to Date Change
6.22%
Daily Low
331.92
Daily High
334.75
52 Week Low
281.56 — 31 May 2023
52 Week High
336.63 — 28 Mar 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| STELLANTIS | IT |
| BAE SYSTEMS | GB |
| BMW | DE |
| GSK | GB |
| GRP SOCIETE GENERALE | FR |
| AHOLD DELHAIZE | NL |
| NOVO NORDISK B | DK |
| EQUINOR | NO |
| ROCHE HLDG P | CH |
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Low
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