EURO STOXX® Multi Premia®
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.
|Dissemination period||18:00 CET-18:00 CET|
|Free Float Mcap||1'002.238 MEUR|
|Daily change (absolute)|
|Week to week change|
|52 week change|
|Year to date change|
|52 week low|
|52 week high|