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
SAXPNMFU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360543
Bloomberg
SAXPNMFU INDEX
Last Value
363.46
+1.33 (+0.37%)
As of CET
Week to Week Change
0.96%
52 Week Change
15.69%
Year to Date Change
8.24%
Daily Low
362.92
Daily High
364.68
52 Week Low
304.94 — 27 Oct 2023
52 Week High
372.2 — 27 May 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| BAE SYSTEMS | GB |
| STELLANTIS | IT |
| AHOLD DELHAIZE | NL |
| UCB | BE |
| VOLKSWAGEN PREF | DE |
| ROCHE HLDG P | CH |
| GRP SOCIETE GENERALE | FR |
| NOVO NORDISK B | DK |
| IMPERIAL BRANDS | GB |
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