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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISEQFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370284
Bloomberg ID
BBG00CB2V289
Last Value
186.55
+0.28 (+0.15%)
As of CET
Week to Week Change
2.28%
52 Week Change
16.50%
Year to Date Change
8.38%
Daily Low
185.96
Daily High
186.63
52 Week Low
153.51 — 27 Oct 2023
52 Week High
186.55 — 13 May 2024
Top 10 Components
| ROCHE HLDG P | CH |
| NESTLE | CH |
| TOTALENERGIES | FR |
| GSK | GB |
| NOVARTIS | CH |
| DEUTSCHE TELEKOM | DE |
| VINCI | FR |
| RELX PLC | GB |
| DIAGEO | GB |
| ASML HLDG | NL |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$348.49
+0.05
1Y Return
51.05%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1644.32
-2.65
1Y Return
15.01%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€233.85
-0.12
1Y Return
15.43%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced
€511.34543
-0.32
1Y Return
18.10%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$611.33
+0.24
1Y Return
4.24%
1Y Volatility
0.08%