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
179.1
+0.89 (+0.50%)
As of CET
Week to Week Change
2.73%
52 Week Change
3.69%
Year to Date Change
8.99%
Daily Low
178.87
Daily High
178.87
52 Week Low
149.73 — 29 Sep 2022
52 Week High
180.94 — 22 May 2023
Top 10 Components
| ROCHE HLDG P | Health Care | CH |
| TOTALENERGIES | Energy | FR |
| HSBC | Banks | GB |
| DIAGEO | Food, Beverage and Tobacco | GB |
| ING GRP | Banks | NL |
| FERRARI | Automobiles and Parts | IT |
| RELX PLC | Media | GB |
| AXA | Insurance | FR |
| UNICREDIT | Banks | IT |
| UBS GROUP | Financial Services | CH |
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