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
SAXPNMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360584
Last Value
335.8
+2.33 (+0.70%)
As of
CETWeek to Week Change
0.04%
52 Week Change
26.02%
Year to Date Change
24.80%
Daily Low
333.63
Daily High
336.01
52 Week Low
266.47 — 18 Dec 2023
52 Week High
337.95 — 5 Dec 2024
Top 10 Components
ROLLS ROYCE HLDG | GB |
UNICREDIT | IT |
SIEMENS ENERGY | DE |
UCB | BE |
RHEINMETALL | DE |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
HERMES INTERNATIONAL | FR |
PANDORA | DK |
BAE SYSTEMS | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.75
+4.79
1Y Return
17.95%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.19
-4.47
1Y Return
5.29%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
25.62%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$550.68
-0.67
1Y Return
26.52%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$196.48
-0.07
1Y Return
6.67%
1Y Volatility
0.19%