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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISEQFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370292
Last Value
167.89
+0.87 (+0.52%)
As of CET
Week to Week Change
0.23%
52 Week Change
16.15%
Year to Date Change
6.93%
Daily Low
167.89
Daily High
167.89
52 Week Low
142.27 — 12 Oct 2022
52 Week High
173.01 — 27 Jul 2023
Top 10 Components
| NESTLE | Food, Beverage and Tobacco | CH |
| NOVARTIS | Health Care | CH |
| ROCHE HLDG P | Health Care | CH |
| TOTALENERGIES | Energy | FR |
| NOVO NORDISK B | Health Care | DK |
| ALLIANZ | Insurance | DE |
| GSK | Health Care | GB |
| RELX PLC | Media | GB |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| UNICREDIT | Banks | IT |
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