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
217.43
-4.84 (-2.18%)
As of
CETWeek to Week Change
-2.34%
52 Week Change
-33.76%
Year to Date Change
-32.36%
Daily Low
214.97
Daily High
219.34
52 Week Low
200.83 — 27 Sep 2022
52 Week High
328.47 — 4 Nov 2021
Top 10 Components
NOVO NORDISK B | Health Care | DK |
BAE SYSTEMS | Industrial Goods and Services | GB |
EQUINOR | Energy | NO |
LONZA | Health Care | CH |
LVMH MOET HENNESSY | Consumer Products and Services | FR |
CNH Industrial NV | Industrial Goods and Services | IT |
HSBC | Banks | GB |
ARCELORMITTAL | Basic Resources | LU |
ASM INTERNATIONAL | Technology | NL |
MERCEDES-BENZ GROUP | Automobiles and Parts | DE |
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Low
High
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