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
SAXPNMOR INDEX
Last Value
432.29
-1.60 (-0.37%)
As of
CETWeek to Week Change
0.98%
52 Week Change
37.11%
Year to Date Change
22.64%
Daily Low
431.35
Daily High
436.26
52 Week Low
315.2799 — 6 Jul 2023
52 Week High
434.03 — 10 Jun 2024
Top 10 Components
UNICREDIT | IT |
ROLLS ROYCE HLDG | GB |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
RHEINMETALL | DE |
UCB | BE |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
BAE SYSTEMS | GB |
HERMES INTERNATIONAL | FR |
PKO BANK | PL |
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