Summary
The iSTOXX® Europe Single Factor Market Neutral indices aim at investing into the existing iSTOXX® Europe Single Factor equity indices while holding a short position into the STOXX® Europe 600 Futures Roll index. By doing so, the index extracts the factor premium of each strategy (carry, low risk, momentum, value, quality and size) while offsetting the market movements.
Additionally, the iSTOXX® Europe Multi-Factor Market Neutral index replicates a long position into the iSTOXX® Europe Multi-Factor Index and a short position into the STOXX® Europe 600 Futures Roll index.
Additionally, the iSTOXX® Europe Multi-Factor Market Neutral index replicates a long position into the iSTOXX® Europe Multi-Factor Index and a short position into the STOXX® Europe 600 Futures Roll index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISECMETN
Calculation
Realtime
Dissemination Period
9:00-19:15 CET
ISIN
CH0351387961
Last Value
96.24
+0.22 (+0.23%)
As of CET
Week to Week Change
0.50%
52 Week Change
-3.39%
Year to Date Change
0.17%
Daily Low
95.5
Daily High
96.24
52 Week Low
95.27 — 25 Apr 2023
52 Week High
100.86 — 11 Jul 2022
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$264.1
+1.64
1Y Return
10.36%
1Y Volatility
0.29%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1482.65
-5.95
1Y Return
2.47%
1Y Volatility
0.16%
EURO iSTOXX® Ocean Care 40
€201.36
-0.63
1Y Return
13.90%
1Y Volatility
0.18%
EURO STOXX 50® Volatility-Balanced
€429.83347
-0.19
1Y Return
3.93%
1Y Volatility
0.16%
STOXX® Global Low Risk Weighted Diversified 200
$568.36
-0.73
1Y Return
-4.02%
1Y Volatility
0.13%