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
493.57
-2.32 (-0.47%)
As of CET
Week to Week Change
-0.80%
52 Week Change
27.13%
Year to Date Change
4.19%
Daily Low
493.04
Daily High
494.85
52 Week Low
388.23 — 23 Apr 2025
52 Week High
507.31 — 26 Feb 2026
Top 10 Components
| 3I GROUP PLC. | GB |
| ASML HLDG | NL |
| IMPERIAL BRANDS | GB |
| SANDOZ GROUP | CH |
| REPSOL | ES |
| AHOLD DELHAIZE | NL |
| ACS | ES |
| ARCELORMITTAL | LU |
| NEXT | GB |
| NN GROUP | NL |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$835.91
+0.50
1Y Return
27.37%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€610.65
-3.55
1Y Return
17.33%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$551.09
+4.16
1Y Return
28.43%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$673.64
-4.43
1Y Return
34.43%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$270.18
-0.29
1Y Return
29.77%
1Y Volatility
0.17%