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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
ISECFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370193
Bloomberg ID
BBG00CB2V2N2
Last Value
167.12 +1.35 (+0.81%)
As of 11:42 am CET
Week to Week Change
0.73%
52 Week Change
-3.10%
Year to Date Change
4.54%
Daily Low
165.95
Daily High
167.86
52 Week Low
145.7429 Sep 2022
52 Week High
176.435 Apr 2022

Top 10 Components

NESTLE Food, Beverage and Tobacco CH
ROCHE HLDG P Health Care CH
HSBC Banks GB
DIAGEO Food, Beverage and Tobacco GB
RELX PLC Media GB
AXA Insurance FR
BCO SANTANDER Banks ES
WOLTERS KLUWER Media NL
ABB Industrial Goods and Services CH
UBS GROUP Financial Services CH
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