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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
164.25 -0.99 (-0.60%)
As of 05:50 pm CET
Week to Week Change
-0.19%
52 Week Change
19.46%
Year to Date Change
7.89%
Daily Low
164.73
Daily High
164.73
52 Week Low
134.4429 Sep 2022
52 Week High
170.5927 Jul 2023

Top 10 Components

SHELL Energy GB
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco GB
NESTLE Food, Beverage and Tobacco CH
UNICREDIT Banks IT
UBS GROUP Financial Services CH
WOLTERS KLUWER Media NL
TOTALENERGIES Energy FR
BEIERSDORF Personal Care, Drug and Grocery Stores DE
INTERCONTINENTAL HOTELS GRP Travel and Leisure GB
ALLIANZ Insurance DE
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