Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

iSTOXX® Europe Multi-Factor Market Neutral

Summary

The iSTOXX® Europe Single Factor Market Neutral indices aim at investing into the existing iSTOXX® Europe Single Factor equity indices while holding a short position into the STOXX® Europe 600 Futures Roll index. By doing so, the index extracts the factor premium of each strategy (carry, low risk, momentum, value, quality and size) while offsetting the market movements.
Additionally, the iSTOXX® Europe Multi-Factor Market Neutral index replicates a long position into the iSTOXX® Europe Multi-Factor Index and a short position into the STOXX® Europe 600 Futures Roll index.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
ISEXMETN
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0351388837
Bloomberg
ISEXMETN INDEX
Last Value
89.3 +0.12 (+0.13%)
As of 03:13 pm CET
Week to Week Change
1.00%
52 Week Change
4.03%
Year to Date Change
1.95%
Daily Low
88.99
Daily High
89.45
52 Week Low
85.2729 Feb 2024
52 Week High
89.3518 Jul 2024
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High