Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

iSTOXX® Europe Multi-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 Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.

To access the SunGard APT Modeling Guide, please click here




Index Guides, Benchmark statement, and other reports are available under the Data tab.

Symbol
ISEXFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370383
Last Value
184.4 -2.54 (-1.36%)
As of 05:50 pm CET
52 Week Change
9.78%
Year to Date Change
9.68%
Daily Low
189.05
Daily High
189.05
52 Week Low
163.7617 Jan 2024
52 Week High
192.0617 Oct 2024

Top 10 Components

ROCHE HLDG P CH
UNILEVER PLC GB
ABB CH
NOVARTIS CH
INTESA SANPAOLO IT
UNICREDIT IT
GSK GB
LLOYDS BANKING GRP GB
DANONE FR
WOLTERS KLUWER NL
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • 3Y
  • 5Y
  • 10Y
  • All
Low
High