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
328.04
+1.01 (+0.31%)
As of CET
Week to Week Change
3.91%
52 Week Change
16.92%
Year to Date Change
11.78%
Daily Low
327.35
Daily High
328.85
52 Week Low
280.57 — 3 Nov 2022
52 Week High
335.94 — 10 Aug 2023
Top 10 Components
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| ROLLS ROYCE HLDG | GB |
| ASM INTERNATIONAL | NL |
| BAE SYSTEMS | GB |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| HERMES INTERNATIONAL | FR |
| LVMH MOET HENNESSY | FR |
| RHEINMETALL | DE |
| NESTLE | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$547.71
-0.56
1Y Return
12.37%
1Y Volatility
0.14%
STOXX® Europe 600
€457.04
-1.37
1Y Return
4.38%
1Y Volatility
0.12%
STOXX® USA 500
$351.23
+0.49
1Y Return
15.60%
1Y Volatility
0.14%
STOXX® North America 600
$419.68
-0.82
1Y Return
16.20%
1Y Volatility
0.14%
STOXX® Asia/Pacific 600
$178.1
-0.32
1Y Return
8.62%
1Y Volatility
0.14%