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Indices

iSTOXX® Europe Momentum Factor

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 Momentum Factor Index targets stocks with exceptional historical price movements.

To access the SunGard APT Modeling Guide, please click here




Index Guides, Benchmark statement, and other reports are available under the Data tab.

Symbol
ISEMFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370268
Last Value
154.59 -1.36 (-0.87%)
As of 05:50 pm CET
Week to Week Change
-0.35%
52 Week Change
-8.68%
Year to Date Change
-10.52%
Daily Low
143.81
Daily High
143.81
52 Week Low
134.4429 Sep 2022
52 Week High
174.25 Jan 2022

Top 10 Components

UNILEVER PLC Personal Care, Drug and Grocery Stores GB
SHELL Energy GB
NESTLE Food, Beverage and Tobacco CH
ENEL Utilities IT
DEUTSCHE POST Industrial Goods and Services DE
ABB Industrial Goods and Services CH
MUENCHENER RUECK Insurance DE
BP Energy GB
GENMAB Health Care DK
PERNOD RICARD Food, Beverage and Tobacco FR
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