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 Momentum Factor Index targets stocks with exceptional historical price movements.
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
ISEMFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370250
Bloomberg
ISEMFER Index
Last Value
180.36
-2.50 (-1.37%)
As of CET
Week to Week Change
-1.80%
52 Week Change
9.38%
Year to Date Change
8.36%
Daily Low
182.3
Daily High
183.19
52 Week Low
159.73 — 17 Jan 2024
52 Week High
185.84 — 18 Oct 2024
Top 10 Components
| SAP | DE |
| SHELL | GB |
| RELX PLC | GB |
| NOVARTIS | CH |
| UNICREDIT | IT |
| INTESA SANPAOLO | IT |
| UNILEVER PLC | GB |
| FERRARI | IT |
| WOLTERS KLUWER | NL |
| ROLLS ROYCE HLDG | GB |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$394.31
+5.52
1Y Return
28.11%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1783.47
-6.42
1Y Return
16.10%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€231.96
-0.70
1Y Return
9.95%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€439.49622
-1.32
1Y Return
-4.35%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$638.48
+0.55
1Y Return
11.42%
1Y Volatility
0.08%