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
SAXPNMFV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360568
Last Value
279.86
+2.62 (+0.95%)
As of CET
Week to Week Change
2.12%
52 Week Change
12.86%
Year to Date Change
8.28%
Daily Low
277.29
Daily High
280.19
52 Week Low
226.75 — 4 Oct 2023
52 Week High
282.71 — 6 Jun 2024
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 |
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Low
High
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