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
SAXPNMFV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360568
Last Value
268.15
-1.24 (-0.46%)
As of CET
Week to Week Change
1.58%
52 Week Change
12.63%
Year to Date Change
3.75%
Daily Low
267.87
Daily High
270.37
52 Week Low
226.68 — 31 May 2023
52 Week High
276.19 — 4 Apr 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| STELLANTIS | IT |
| BAE SYSTEMS | GB |
| BMW | DE |
| GSK | GB |
| AHOLD DELHAIZE | NL |
| GRP SOCIETE GENERALE | FR |
| NOVO NORDISK B | DK |
| EQUINOR | NO |
| ROCHE HLDG P | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$612.01
+7.36
1Y Return
19.70%
1Y Volatility
0.10%
STOXX® Europe 600
€505.53
+2.32
1Y Return
9.30%
1Y Volatility
0.10%
STOXX® USA 500
$394.49
+3.89
1Y Return
25.78%
1Y Volatility
0.12%
STOXX® North America 600
$470.17
+4.40
1Y Return
25.66%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$195.5
+3.77
1Y Return
12.28%
1Y Volatility
0.14%