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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
184.88 -1.47 (-0.79%)
As of 05:50 pm CET
Week to Week Change
0.72%
52 Week Change
18.50%
Year to Date Change
9.97%
Daily Low
184.88
Daily High
184.88
52 Week Low
150.8627 Oct 2023
52 Week High
187.966 Jun 2024

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DANONE FR
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