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
SAXPNQUR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360477
Bloomberg ID
BBG00ZF7GQD1
Last Value
236.56
+0.30 (+0.13%)
As of
CETWeek to Week Change
-0.07%
52 Week Change
-18.90%
Year to Date Change
-19.91%
Daily Low
235.79
Daily High
238.02
52 Week Low
212.62 — 29 Sep 2022
52 Week High
295.96 — 30 Dec 2021
Top 10 Components
NOVO NORDISK B | Health Care | DK |
INVESTOR B | Financial Services | SE |
HERMES INTERNATIONAL | Consumer Products and Services | FR |
PARTNERS GRP HLDG | Financial Services | CH |
EQUINOR | Energy | NO |
ROCHE HLDG P | Health Care | CH |
GEBERIT | Construction and Materials | CH |
3I GROUP PLC. | Financial Services | GB |
VODAFONE GRP | Telecommunications | GB |
ADYEN | Industrial Goods and Services | NL |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€279.09
+0.12
1Y Return
-3.48%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
€529.15
+4.34
1Y Return
-3.16%
1Y Volatility
0.24%
STOXX® Global 1800 Ax Momentum
$262.71
+0.31
1Y Return
-7.51%
1Y Volatility
0.24%
STOXX® Global 1800 ESG-X Ax Momentum
$270.28
+0.72
1Y Return
-9.52%
1Y Volatility
0.25%
STOXX® Europe 600 Ax Size
€185.63
+1.04
1Y Return
-9.93%
1Y Volatility
0.22%