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Indices

iSTOXX® Europe Value 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 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.

Symbol
ISEVFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370342
Bloomberg ID
BBG00CB2V2D3
Last Value
118.57 +0.02 (+0.02%)
As of 11:16 am CET
Daily Low
118.41
Daily High
118.86

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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