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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
ISECFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370193
Bloomberg
ISECFER Index
Last Value
202.65 -0.19 (-0.09%)
As of 05:30 pm CET
Week to Week Change
1.22%
52 Week Change
16.09%
Year to Date Change
10.77%
Daily Low
201.54
Daily High
202.71
52 Week Low
166.4627 Oct 2023
52 Week High
205.766 Jun 2024

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