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 Carry Factor Index targets stocks with high growth potential based on earnings and dividends.
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
ISECFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370185
Last Value
170.34
-0.87 (-0.51%)
As of CET
Week to Week Change
0.73%
52 Week Change
8.70%
Year to Date Change
7.94%
Daily Low
170.34
Daily High
170.98
52 Week Low
154.85 — 19 Jan 2024
52 Week High
174.87 — 6 Jun 2024
Top 10 Components
| ASML HLDG | NL |
| ROCHE HLDG P | CH |
| HSBC | GB |
| UNILEVER PLC | GB |
| CIE FINANCIERE RICHEMONT | CH |
| UBS GROUP | CH |
| TOTALENERGIES | FR |
| DIAGEO | GB |
| UNICREDIT | IT |
| MUENCHENER RUECK | DE |
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