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.
Details
Symbol
ISEXFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370383
Last Value
181.52
+0.89 (+0.49%)
As of CET
Week to Week Change
2.54%
52 Week Change
13.88%
Year to Date Change
7.97%
Daily Low
181.52
Daily High
181.52
52 Week Low
150.86 — 27 Oct 2023
52 Week High
181.52 — 8 May 2024
Top 10 Components
| NOVARTIS | CH |
| ROCHE HLDG P | CH |
| RELX PLC | GB |
| ASML HLDG | NL |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| ING GRP | NL |
| BAE SYSTEMS | GB |
| ANHEUSER-BUSCH INBEV | BE |
| TOTALENERGIES | FR |
| EXPERIAN | GB |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$345.78
-1.07
1Y Return
51.96%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1639.34
+1.32
1Y Return
15.87%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€233.02
+0.25
1Y Return
14.79%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€508.72943
+2.41
1Y Return
17.29%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$605.4
-0.36
1Y Return
2.40%
1Y Volatility
0.08%