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
89.93
+0.66 (+0.74%)
As of CET
Week to Week Change
0.40%
52 Week Change
1.01%
Year to Date Change
-1.42%
Daily Low
89.36
Daily High
89.93
52 Week Low
80.3199 — 27 Oct 2023
52 Week High
91.4 — 27 Dec 2023
Top 10 Components
| HSBC | GB |
| ROCHE HLDG P | CH |
| SANOFI | FR |
| LLOYDS BANKING GRP | GB |
| ASML HLDG | NL |
| BRITISH AMERICAN TOBACCO | GB |
| BPER Banca | IT |
| DEUTSCHE POST | DE |
| BAYER | DE |
| TELEFONICA | ES |
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