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
SAXPNMOS
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360634
Last Value
287.97
-1.10 (-0.38%)
As of
CETWeek to Week Change
0.90%
52 Week Change
27.98%
Year to Date Change
15.75%
Daily Low
287.62
Daily High
290.99
52 Week Low
200.83 — 27 Sep 2022
52 Week High
295.27 — 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
$555.25
+1.69
1Y Return
14.02%
1Y Volatility
0.14%
STOXX® Europe 600
€472.26
+3.48
1Y Return
8.07%
1Y Volatility
0.12%
STOXX® USA 500
$355.14
+1.49
1Y Return
16.83%
1Y Volatility
0.14%
STOXX® North America 600
$425.75
+1.98
1Y Return
18.76%
1Y Volatility
0.14%
STOXX® Asia/Pacific 600
$178.81
-2.17
1Y Return
7.57%
1Y Volatility
0.14%