Summary
The iSTOXX® Europe Single Factor Market Neutral indices aim at investing into the existing iSTOXX® Europe Single Factor equity indices while holding a short position into the STOXX® Europe 600 Futures Roll index. By doing so, the index extracts the factor premium of each strategy (carry, low risk, momentum, value, quality and size) while offsetting the market movements.
Additionally, the iSTOXX® Europe Multi-Factor Market Neutral index replicates a long position into the iSTOXX® Europe Multi-Factor Index and a short position into the STOXX® Europe 600 Futures Roll index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISERMETN
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0351388068
Last Value
102.5
-0.04 (-0.04%)
As of CET
Week to Week Change
0.28%
52 Week Change
4.59%
Year to Date Change
4.53%
Daily Low
102.22
Daily High
102.52
52 Week Low
96.31 — 7 Mar 2024
52 Week High
103.23 — 27 Nov 2024
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Low
High
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