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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
ISEMFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370243
Last Value
138.91 -0.97 (-0.69%)
As of 05:50 pm CET
Week to Week Change
-0.14%
52 Week Change
5.61%
Year to Date Change
2.18%
Daily Low
138.17
Daily High
139.49
52 Week Low
119.5227 Oct 2023
52 Week High
140.0928 Mar 2024

Top 10 Components

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PARTNERS GRP HLDG CH
GIVAUDAN CH
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