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Indices

iSTOXX® Europe Carry 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 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.

Symbol
ISECFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370185
Last Value
166.9 +1.79 (+1.08%)
As of 05:50 pm CET
Week to Week Change
1.65%
52 Week Change
13.48%
Year to Date Change
5.76%
Daily Low
165.33
Daily High
167.01
52 Week Low
143.889927 Oct 2023
52 Week High
166.912 Mar 2024

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