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Indices

iSTOXX® Europe Multi-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 Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.

To access the SunGard APT Modeling Guide, please click here




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

Symbol
ISEXFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370383
Last Value
147.53 -0.95 (-0.64%)
As of 05:50 pm CET
Week to Week Change
-0.43%
52 Week Change
-6.00%
Year to Date Change
-8.86%
Daily Low
147.53
Daily High
147.53
52 Week Low
129.3229 Sep 2022
52 Week High
163.235 Jan 2022

Top 10 Components

NOVARTIS Health Care CH
ROCHE HLDG P Health Care CH
NESTLE Food, Beverage and Tobacco CH
ABB Industrial Goods and Services CH
BCO SANTANDER Banks ES
DEUTSCHE POST Industrial Goods and Services DE
RELX PLC Media GB
GSK Health Care GB
BCO BILBAO VIZCAYA ARGENTARIA Banks ES
INTESA SANPAOLO Banks IT
Zoom
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