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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
151.87 +0.30 (+0.20%)
As of 05:50 pm CET
Week to Week Change
0.58%
52 Week Change
3.53%
Year to Date Change
7.76%
Daily Low
151.5
Daily High
152.53
52 Week Low
128.8629 Sep 2022
52 Week High
153.823 Mar 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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