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Indices

STOXX® Europe 600 Industry Neutral Ax Multi-Factor

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
SAXPNMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360527
Last Value
244.46 +1.26 (+0.52%)
As of 10:13 am CET
Week to Week Change
0.74%
52 Week Change
11.93%
Year to Date Change
5.89%
Daily Low
243.66
Daily High
244.91
52 Week Low
210.41 — 27 Oct 2023
52 Week High
250.53 — 15 May 2024
Data
Factsheet

Top 10 Components

3I GROUP PLC. GB
STELLANTIS IT
BAE SYSTEMS GB
BMW DE
AHOLD DELHAIZE NL
NOVO NORDISK B DK
GSK GB
GRP SOCIETE GENERALE FR
ROCHE HLDG P CH
REPSOL ES
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High

Related research

Factor Investing
Mar 10

The diversification benefits of a multi-factor approach: the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index

For the past 20 years, a multi-factor strategy as targeted by the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index has fared extremely well, and much of that consistent performance can be traced to the benefit of diversifying across different sources of return premia.

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