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 Value Index targets stocks that trade for less than their intrinsic values based on cash flow and earnings per share.
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
ISEVFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370334
Last Value
91.12
-0.55 (-0.60%)
As of CET
Week to Week Change
-1.12%
52 Week Change
1.21%
Year to Date Change
-0.12%
Daily Low
90.72
Daily High
91.65
52 Week Low
87.13 — 13 Nov 2024
52 Week High
96.73 — 15 May 2024
Top 10 Components
| ROCHE HLDG P | CH |
| HSBC | GB |
| BP | GB |
| GSK | GB |
| ANHEUSER-BUSCH INBEV | BE |
| VALEO | FR |
| WORLDLINE | FR |
| BMW | DE |
| BAYER | DE |
| DEUTSCHE POST | DE |
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