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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISEQFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370284
Bloomberg
ISEQFER Index
Last Value
182.12
-2.61 (-1.41%)
As of CET
Week to Week Change
-1.88%
52 Week Change
6.38%
Year to Date Change
5.80%
Daily Low
185.69
Daily High
186.67
52 Week Low
169.63 — 19 Jan 2024
52 Week High
189.36 — 12 Jul 2024
Top 10 Components
| ASML HLDG | NL |
| ROCHE HLDG P | CH |
| NOVARTIS | CH |
| SIEMENS | DE |
| ABB | CH |
| RELX PLC | GB |
| IBERDROLA | ES |
| DIAGEO | GB |
| MUENCHENER RUECK | DE |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
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