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 Momentum Factor Index targets stocks with exceptional historical price movements.
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
ISEMFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370268
Last Value
190.26
-2.64 (-1.37%)
As of CET
Week to Week Change
-1.80%
52 Week Change
10.30%
Year to Date Change
9.26%
Daily Low
193.62
Daily High
193.62
52 Week Low
167.12 — 17 Jan 2024
52 Week High
195.91 — 18 Oct 2024
Top 10 Components
| SAP | DE |
| SHELL | GB |
| RELX PLC | GB |
| NOVARTIS | CH |
| UNICREDIT | IT |
| INTESA SANPAOLO | IT |
| UNILEVER PLC | GB |
| FERRARI | IT |
| WOLTERS KLUWER | NL |
| ROLLS ROYCE HLDG | GB |
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