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Indices

iSTOXX® Europe Momentum 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 Momentum Factor Index targets stocks with exceptional historical price movements.

To access the SunGard APT Modeling Guide, please click here




Index Guides, Benchmark statement, and other reports are available under the Data tab.

Symbol
ISEMFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370268
Last Value
165.13 +3.76 (+2.33%)
As of 05:50 pm CET
Week to Week Change
2.29%
52 Week Change
0.94%
Year to Date Change
8.47%
Daily Low
160.94
Daily High
160.94
52 Week Low
134.4429 Sep 2022
52 Week High
166.579 Feb 2022

Top 10 Components

SHELL Energy GB
SANOFI Health Care FR
ADIDAS Consumer Products and Services DE
NESTLE Food, Beverage and Tobacco CH
ZALANDO Retail DE
FERGUSON PLC Industrial Goods and Services GB
Industria de Diseno Textil SA Retail ES
CREDIT SUISSE GRP Financial Services CH
PERNOD RICARD Food, Beverage and Tobacco FR
ENEL Utilities IT
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