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
ISEXFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370375
Bloomberg
ISEXFER Index
Last Value
177.55
+0.76 (+0.43%)
As of CET
Week to Week Change
0.30%
52 Week Change
15.71%
Year to Date Change
10.40%
Daily Low
176.87
Daily High
177.7
52 Week Low
144.3899 — 27 Oct 2023
52 Week High
178.96 — 6 Jun 2024
Top 10 Components
| ROCHE HLDG P | CH |
| TOTALENERGIES | FR |
| ASML HLDG | NL |
| RELX PLC | GB |
| GSK | GB |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| FERRARI | IT |
| UNICREDIT | IT |
| BAE SYSTEMS | GB |
| DANONE | FR |
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