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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.
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EUR (Total Return - NR)
Date:
Time:
| Symbol | ISEMMETN |
| Calculation | Realtime |
| Dissemination period | 9:00 CET-19:15 CET |
| ISIN | CH0351388126 |
| Bloomberg ID | N/A |
| Free Float Mcap | --- |
| Last value | |
| Daily change (absolute) |
| Week to week change | |
| 52 week change | |
| Year to date change | |
| Daily low | |
| Daily high | |
| 52 week low | |
| 52 week high |
** Chart displays Closing High and Closing Low
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EUR (Gross Return)
N/A
iSTOXX® Europe Next Dividend Low Risk 50
1Y RETURN
21.44%
1Y VOLATILITY
10.26%
Info Index added to Compare Indices Tool
EUR (Total Return - NR)
N/A
iSTOXX® Europe Multi-Factor Market Neutral
1Y RETURN
0.15%
1Y VOLATILITY
4.21%
Index added to Compare Indices Tool
