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
458.69
+0.10 (+0.02%)
As of CET
Week to Week Change
1.15%
52 Week Change
32.86%
Year to Date Change
23.11%
Daily Low
456.15
Daily High
458.69
52 Week Low
333.57 — 20 Oct 2023
52 Week High
466.54 — 30 Aug 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| UCB | BE |
| ASM INTERNATIONAL | NL |
| RHEINMETALL | DE |
| SIEMENS ENERGY | DE |
| BAE SYSTEMS | GB |
| HERMES INTERNATIONAL | FR |
| PANDORA | DK |
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