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Indices

iSTOXX® Europe Carry Factor

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 Carry Factor Index targets stocks with high growth potential based on earnings and dividends.

To access the SunGard APT Modeling Guide, please click here




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

Symbol
ISECFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370201
Last Value
204.67 -2.84 (-1.37%)
As of 05:50 pm CET
52 Week Change
8.34%
Year to Date Change
8.34%
Daily Low
209.28
Daily High
209.28
52 Week Low
185.4117 Jan 2024
52 Week High
213.7127 Sep 2024

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