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.
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
ISEVMETN
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0351388795
Last Value
60.49
-0.05 (-0.08%)
As of CET
Week to Week Change
-0.28%
52 Week Change
-3.28%
Year to Date Change
-5.19%
Daily Low
60.37
Daily High
60.67
52 Week Low
59.91 — 21 Mar 2024
52 Week High
63.85 — 8 Jan 2024
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$396.14
-1.34
1Y Return
45.55%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1758.83
+10.46
1Y Return
20.77%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€226.37
-2.05
1Y Return
16.87%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€430.25436
-0.06
1Y Return
-0.58%
1Y Volatility
0.16%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$668.3
+3.14
1Y Return
21.62%
1Y Volatility
0.07%