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
SAXPNMOR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360592
Bloomberg ID
BBG00ZF7GQV1
Last Value
393.39
-2.71 (-0.68%)
As of
CETWeek to Week Change
0.42%
52 Week Change
29.01%
Year to Date Change
11.61%
Daily Low
392.18
Daily High
395.48
52 Week Low
299.3399 — 17 Mar 2023
52 Week High
399.76 — 7 Mar 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 |
PANDORA | DK |
PKO BANK | PL |
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Low
High
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