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 Size Index targets stocks with low market capitalization / enterprise value.
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
ISEZFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370326
Last Value
168.84
+0.88 (+0.52%)
As of CET
Week to Week Change
-1.17%
52 Week Change
13.74%
Year to Date Change
4.39%
Daily Low
168.84
Daily High
168.84
52 Week Low
143.77 — 27 Oct 2023
52 Week High
177.98 — 3 Jun 2024
Top 10 Components
| BARRY CALLEBAUT | CH |
| ST.JAMES'S PLACE CAPITAL | GB |
| BALOISE | CH |
| ASML HLDG | NL |
| AVIVA | GB |
| ZEGONA COMMUNICATIONS | GB |
| FREENET | DE |
| ENAGAS | ES |
| 7C SOLARPARKEN K | DE |
| EQUITA GROUP | IT |
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