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
238.3
-4.59 (-1.89%)
As of
CETWeek to Week Change
-2.25%
52 Week Change
7.06%
Year to Date Change
3.22%
Daily Low
238.1
Daily High
242.06
52 Week Low
210.41 — 27 Oct 2023
52 Week High
250.53 — 15 May 2024
Top 10 Components
3I GROUP PLC. | GB |
STELLANTIS | IT |
BAE SYSTEMS | GB |
AHOLD DELHAIZE | NL |
BMW | DE |
NOVO NORDISK B | DK |
GSK | GB |
GRP SOCIETE GENERALE | FR |
ROCHE HLDG P | CH |
REPSOL | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$641.21
+6.10
1Y Return
15.53%
1Y Volatility
0.10%
STOXX® Europe 600
€512.83
+4.20
1Y Return
8.71%
1Y Volatility
0.10%
STOXX® USA 500
$420.99
+4.68
1Y Return
19.90%
1Y Volatility
0.12%
STOXX® North America 600
$501.99
-2.14
1Y Return
19.81%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$196.11
-5.75
1Y Return
7.06%
1Y Volatility
0.14%