Summary
The iSTOXX Europe Factors indices are based on the STOXX Europe Total Market Index and aim to extract factor risk premia on equities while controlling risks and keeping focus on tradability. The selection and weighting are based on SunGard APT Risk model which uses a set of constrains to minimize risk and maximize factor exposure. All indices are monthly rebalanced in order to be more reactive to the market.
The iSTOXX Europe Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.
To access the SunGard APT Modeling Guide, please click here
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISEXFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370375
Bloomberg
ISEXFER Index
Last Value
178.57
-0.39 (-0.22%)
As of CET
Week to Week Change
-0.76%
52 Week Change
12.08%
Year to Date Change
11.04%
Daily Low
177.98
Daily High
178.97
52 Week Low
156.62 — 17 Jan 2024
52 Week High
182.65 — 17 Oct 2024
Top 10 Components
| ROCHE HLDG P | CH |
| UNILEVER PLC | GB |
| ABB | CH |
| NOVARTIS | CH |
| INTESA SANPAOLO | IT |
| UNICREDIT | IT |
| GSK | GB |
| LLOYDS BANKING GRP | GB |
| DANONE | FR |
| WOLTERS KLUWER | NL |
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