Summary
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.
Details
Symbol
ISEMMEEN
Calculation
Realtime
Dissemination Period
9:00-19:15 CET
ISIN
CH0351388233
Bloomberg ID
BBG00FQPG255
Last Value
85.89
-0.10 (-0.12%)
As of CET
Week to Week Change
-0.12%
52 Week Change
-4.18%
Year to Date Change
-4.10%
Daily Low
85.75
Daily High
86
52 Week Low
85.15 — 21 Mar 2024
52 Week High
90.3199 — 26 Jul 2023
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