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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
129.41 -0.90 (-0.69%)
As of 05:50 pm CET
Week to Week Change
0.26%
52 Week Change
-5.82%
Year to Date Change
4.99%
Daily Low
128.92
Daily High
130.28
52 Week Low
109.2229 Sep 2022
52 Week High
1412 Feb 2022

Top 10 Components

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