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 Low Risk Factor Index targets stocks with volatilities levels below average.
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
ISERFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370235
Last Value
212.43
-2.11 (-0.98%)
As of CET
Week to Week Change
-1.47%
52 Week Change
11.14%
Year to Date Change
10.87%
Daily Low
215.88
Daily High
215.88
52 Week Low
188.37 — 17 Jan 2024
52 Week High
220.09 — 27 Sep 2024
Top 10 Components
| SHELL | GB |
| ALLIANZ | DE |
| AIR LIQUIDE | FR |
| NOVARTIS | CH |
| ZURICH INSURANCE GROUP | CH |
| ESSILORLUXOTTICA | FR |
| LONDON STOCK EXCHANGE | GB |
| COMPASS GRP | GB |
| ING GRP | NL |
| Holcim | CH |
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Low
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