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Indices

iSTOXX® Europe Size 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 Size Index targets stocks with low market capitalization / enterprise value.

To access the SunGard APT Modeling Guide, please click here




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

Symbol
ISEZFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370326
Last Value
174.79 +0.36 (+0.21%)
As of 05:50 pm CET
Week to Week Change
0.63%
52 Week Change
12.15%
Year to Date Change
8.07%
Daily Low
174.79
Daily High
174.79
52 Week Low
143.7727 Oct 2023
52 Week High
177.983 Jun 2024

Top 10 Components

ASML HLDG NL
AVIVA GB
NORDIC PAPER HOLDING SE
SHELL GB
RECORDATI IT
BALOISE CH
BANQUE CANTON.DE GENEVE CH
PHOENIX GROUP HDG. GB
ST.JAMES'S PLACE CAPITAL GB
7C SOLARPARKEN K DE
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