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
SAXPNSZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360402
Bloomberg ID
BBG00ZF7GQN0
Last Value
199.17
-0.70 (-0.35%)
As of
CETWeek to Week Change
0.58%
52 Week Change
9.71%
Year to Date Change
5.36%
Daily Low
198.84
Daily High
199.58
52 Week Low
164.4 — 27 Oct 2023
52 Week High
200.38 — 15 May 2024
Top 10 Components
UCB | BE |
NOVONESIS | DK |
VAT GROUP AG | CH |
KERRY GRP | IE |
HSBC | GB |
EIFFAGE | FR |
SMITH & NEPHEW | GB |
BANK OF IRELAND GROUP | IE |
SAFRAN | FR |
BCO SABADELL | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$630.3
-0.82
1Y Return
22.41%
1Y Volatility
0.10%
STOXX® Europe 600
€521.77
-1.85
1Y Return
12.46%
1Y Volatility
0.10%
STOXX® USA 500
$408.27
-1.03
1Y Return
28.06%
1Y Volatility
0.12%
STOXX® North America 600
$491.73
-1.10
1Y Return
29.28%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$198.28
+1.34
1Y Return
13.43%
1Y Volatility
0.14%