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Indices

iSTOXX® Europe Momentum 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 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.

Symbol
ISEMFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370268
Last Value
187.77 -0.09 (-0.05%)
As of 05:50 pm CET
Week to Week Change
0.63%
52 Week Change
12.18%
Year to Date Change
7.83%
Daily Low
187.77
Daily High
187.77
52 Week Low
152.6227 Oct 2023
52 Week High
188.0915 May 2024

Top 10 Components

NOVARTIS CH
SAP DE
UBS GROUP CH
RELX PLC GB
ASML HLDG NL
MUENCHENER RUECK DE
Industria de Diseno Textil SA ES
UNICREDIT IT
ROLLS ROYCE HLDG GB
GSK GB
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