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 Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.
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
ISEXFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370383
Last Value
188.66
+1.24 (+0.66%)
As of CET
Week to Week Change
-0.76%
52 Week Change
21.25%
Year to Date Change
12.22%
Daily Low
188.66
Daily High
188.66
52 Week Low
150.86 — 27 Oct 2023
52 Week High
191.83 — 27 Sep 2024
Top 10 Components
| ROCHE HLDG P | CH |
| ABB | CH |
| RELX PLC | GB |
| GSK | GB |
| UNICREDIT | IT |
| ING GRP | NL |
| FERRARI | IT |
| DANONE | FR |
| ENI | IT |
| WOLTERS KLUWER | NL |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$385.52
+3.56
1Y Return
46.66%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1717.55
+7.01
1Y Return
16.63%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€233.39
+1.65
1Y Return
22.91%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€446.56134
+2.61
1Y Return
3.65%
1Y Volatility
0.16%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$664.3
+0.30
1Y Return
23.05%
1Y Volatility
0.08%