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
SAXPNMFU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360543
Bloomberg
SAXPNMFU INDEX
Last Value
387.79
-1.36 (-0.35%)
As of
CETWeek to Week Change
1.34%
52 Week Change
15.39%
Year to Date Change
4.39%
Daily Low
387.19
Daily High
388.7
52 Week Low
334.01 — 8 Feb 2024
52 Week High
389.21 — 23 Jan 2025
Top 10 Components
3I GROUP PLC. | GB |
GRP SOCIETE GENERALE | FR |
RHEINMETALL | DE |
AHOLD DELHAIZE | NL |
UCB | BE |
IMPERIAL BRANDS | GB |
VOLKSWAGEN PREF | DE |
ROCHE HLDG P | CH |
HEIDELBERG MATERIALS | DE |
ORANGE | FR |
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