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 Carry Factor Index targets stocks with high growth potential based on earnings and dividends.
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
ISECFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370201
Last Value
197.52
+0.50 (+0.25%)
As of CET
Week to Week Change
-1.41%
52 Week Change
9.99%
Year to Date Change
4.56%
Daily Low
197.52
Daily High
197.52
52 Week Low
171.82 — 27 Oct 2023
52 Week High
203.27 — 28 Mar 2024
Top 10 Components
| ROCHE HLDG P | CH |
| BP | GB |
| BCO SANTANDER | ES |
| SAFRAN | FR |
| ABB | CH |
| UBS GROUP | CH |
| RELX PLC | GB |
| ASML HLDG | NL |
| ING GRP | NL |
| Industria de Diseno Textil SA | ES |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$340.84
+0.66
1Y Return
45.86%
1Y Volatility
0.20%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1610.19
-8.18
1Y Return
13.02%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€224.3
-1.04
1Y Return
9.51%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€494.2656
-0.54
1Y Return
13.09%
1Y Volatility
0.10%
STOXX® Global Low Risk Weighted Diversified 200
$586.79
+2.57
1Y Return
-0.52%
1Y Volatility
0.08%