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Indices

iSTOXX® Europe Low Risk 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 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.

Symbol
ISERFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370219
Last Value
163.04 +0.06 (+0.04%)
As of 01:13 pm CET
Week 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
134.0327 Oct 2023
52 Week High
166.0327 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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