Note: Dissemination of the index is suspended.
The EURO STOXX® Multi Premia® Index aims to diversify across a range of factor risk premia on equities while controlling risks and focusing on tradability. The index strategy was developed based on research by Finreon, a provider of innovative asset management solutions and spin-off from the University of St. Gallen.
The EURO STOXX® Multi Premia® Index is derived from the seven EURO STOXX® Single Premium Indices: EURO STOXX® Value Premium Index, EURO STOXX® Size Premium Index, EURO STOXX® Momentum Premium Index, EURO STOXX® Residual Momentum Premium Index, EURO STOXX® Reversal Premium Index, EURO STOXX® Low Risk Premium Index and EURO STOXX® Quality Premium Index.
The index combines the underlying indices in such a way that each EURO STOXX Single Premium Index contributes equally to the resulting tracking error to the underlying universe, the EURO STOXX® Index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
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EUR (Gross Return)
Symbol | SXEMPEG |
Calculation | End-of-day |
Dissemination period | 18:00 CET-18:00 CET |
ISIN | CH0410171745 |
Bloomberg ID | N/A |
Free Float Mcap | --- |
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