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
SAXPNMOU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360600
Bloomberg
SAXPNMOU INDEX
Last Value
469.59
-2.50 (-0.53%)
As of CET
Week to Week Change
-0.02%
52 Week Change
26.03%
Year to Date Change
26.03%
Daily Low
468.42
Daily High
471.49
52 Week Low
369.55 — 3 Jan 2024
52 Week High
482.11 — 5 Dec 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| SIEMENS ENERGY | DE |
| UCB | BE |
| RHEINMETALL | DE |
| ASM INTERNATIONAL | NL |
| HERMES INTERNATIONAL | FR |
| PANDORA | DK |
| SAP | DE |
| NOVO NORDISK B | DK |
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