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
439.24
-4.02 (-0.91%)
As of CET
Week to Week Change
-2.50%
52 Week Change
24.90%
Year to Date Change
24.61%
Daily Low
432.17
Daily High
441.79
52 Week Low
349.5899 — 3 Jan 2024
52 Week High
453.24 — 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 |
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