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
ISERFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370219
Last Value
163.04
+0.06 (+0.04%)
As of
CETWeek to Week Change
-0.97%
52 Week Change
17.43%
Year to Date Change
9.87%
Daily Low
162.42
Daily High
163.49
52 Week Low
134.03 — 27 Oct 2023
52 Week High
166.03 — 27 Sep 2024
Top 10 Components
NOVARTIS | CH |
SHELL | GB |
ALLIANZ | DE |
AIR LIQUIDE | FR |
ZURICH INSURANCE GROUP | CH |
ESSILORLUXOTTICA | FR |
LONDON STOCK EXCHANGE | GB |
Industria de Diseno Textil SA | ES |
Prosus | NL |
COMPASS GRP | GB |
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