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
SAXPNMOS
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360634
Last Value
352.45
-1.09 (-0.31%)
As of
CETWeek to Week Change
-0.80%
52 Week Change
25.95%
Year to Date Change
14.46%
Daily Low
351.38
Daily High
352.78
52 Week Low
265.63 — 31 May 2023
52 Week High
361.24 — 8 Apr 2024
Top 10 Components
UNICREDIT | IT |
ROLLS ROYCE HLDG | GB |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
RHEINMETALL | DE |
BAE SYSTEMS | GB |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
HERMES INTERNATIONAL | FR |
PKO BANK | PL |
PANDORA | DK |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$612.01
+7.36
1Y Return
19.70%
1Y Volatility
0.10%
STOXX® Europe 600
€505.53
+2.32
1Y Return
9.30%
1Y Volatility
0.10%
STOXX® USA 500
$394.49
+3.89
1Y Return
25.78%
1Y Volatility
0.12%
STOXX® North America 600
$470.17
+4.40
1Y Return
25.66%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$195.5
+3.77
1Y Return
12.28%
1Y Volatility
0.14%