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
SAXPNMOR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360592
Bloomberg ID
BBG00ZF7GQV1
Last Value
422.22
+0.66 (+0.16%)
As of
CETWeek to Week Change
1.75%
52 Week Change
31.06%
Year to Date Change
19.79%
Daily Low
422.22
Daily High
424.36
52 Week Low
312.43 — 31 May 2023
52 Week High
422.22 — 10 May 2024
Top 10 Components
UNICREDIT | IT |
ROLLS ROYCE HLDG | GB |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
RHEINMETALL | DE |
BAE SYSTEMS | GB |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
HERMES INTERNATIONAL | FR |
PKO BANK | PL |
PANDORA | DK |
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Low
High
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