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
SAXPNMFR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360535
Bloomberg
SAXPNMFR INDEX
Last Value
387.11
+4.49 (+1.17%)
As of CET
Week to Week Change
1.62%
52 Week Change
16.09%
Year to Date Change
12.79%
Daily Low
384.01
Daily High
388.85
52 Week Low
316.22 — 5 Aug 2024
52 Week High
408.52 — 18 Mar 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| AHOLD DELHAIZE | NL |
| VOLKSWAGEN PREF | DE |
| UCB | BE |
| HEIDELBERG MATERIALS | DE |
| ROCHE HLDG P | CH |
| ORANGE | FR |
| LEONARDO | IT |
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