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
SAXPNMOU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360600
Bloomberg ID
BBG00Z8L0GH3
Last Value
337.39
-0.05 (-0.01%)
As of CET
Week to Week Change
-0.74%
52 Week Change
3.21%
Year to Date Change
9.30%
Daily Low
336.85
Daily High
338.66
52 Week Low
272.69 — 29 Sep 2022
52 Week High
343.5899 — 18 Apr 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 |
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Low
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