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
SAXPNMOU
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360600
Bloomberg
SAXPNMOU INDEX
Last Value
475.9
-3.31 (-0.69%)
As of CET
Week to Week Change
-0.62%
52 Week Change
29.03%
Year to Date Change
27.72%
Daily Low
475.53
Daily High
479.73
52 Week Low
368.82 — 18 Dec 2023
52 Week High
482.11 — 5 Dec 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| SIEMENS ENERGY | DE |
| UCB | BE |
| RHEINMETALL | DE |
| ASM INTERNATIONAL | NL |
| HERMES INTERNATIONAL | FR |
| PANDORA | DK |
| SAP | DE |
| NOVO NORDISK B | DK |
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