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Indices

iSTOXX® Europe Carry Factor

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.

Symbol
ISECFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370193
Bloomberg ID
BBG00CB2V2N2
Last Value
203.74 -0.14 (-0.07%)
As of 05:50 pm CET
Week to Week Change
1.63%
52 Week Change
16.88%
Year to Date Change
11.36%
Daily Low
203.02
Daily High
203.9
52 Week Low
166.4627 Oct 2023
52 Week High
203.8816 May 2024

Top 10 Components

ROCHE HLDG P CH
ASML HLDG NL
ALLIANZ DE
SAFRAN FR
UBS GROUP CH
BCO SANTANDER ES
HERMES INTERNATIONAL FR
BP GB
ABB CH
RELX PLC GB
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