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
SAXPNMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360584
Bloomberg ID
BBG00ZF7GQH7
Last Value
241.67
+0.41 (+0.17%)
As of CET
Week to Week Change
2.30%
52 Week Change
-5.90%
Year to Date Change
5.21%
Daily Low
240.79
Daily High
242.62
52 Week Low
203.74 — 29 Sep 2022
52 Week High
262.33 — 4 Apr 2022
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| UNICREDIT | Banks | IT |
| BAE SYSTEMS | Industrial Goods and Services | GB |
| LVMH MOET HENNESSY | Consumer Products and Services | FR |
| EQUINOR | Energy | NO |
| THALES | Industrial Goods and Services | FR |
| LONZA | Health Care | CH |
| ASM INTERNATIONAL | Technology | NL |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| ARCELORMITTAL | Basic Resources | LU |
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Low
High
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