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
SAXPNMOR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360592
Bloomberg
SAXPNMOR INDEX
Last Value
592.51
-0.43 (-0.07%)
As of CET
Week to Week Change
-0.41%
52 Week Change
36.63%
Year to Date Change
33.07%
Daily Low
587.36
Daily High
593.51
52 Week Low
428.28 — 19 Nov 2024
52 Week High
596.04 — 3 Nov 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| RHEINMETALL | DE |
| GRP SOCIETE GENERALE | FR |
| ROLLS ROYCE HLDG | GB |
| IMPERIAL BRANDS | GB |
| UCB | BE |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| NATWEST GROUP | GB |
| SAP | DE |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$786.42
-3.71
1Y Return
15.27%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€570.5
-10.17
1Y Return
12.52%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$521.03
-9.16
1Y Return
12.76%
1Y Volatility
0.19%
STOXX® North America 600 - USD (Gross Return)
$649.67
+0.92
1Y Return
15.58%
1Y Volatility
0.19%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$248.31
+0.61
1Y Return
21.94%
1Y Volatility
0.19%