Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

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
132.99 -0.09 (-0.07%)
As of 05:50 pm CET
Week to Week Change
0.43%
52 Week Change
-0.20%
Year to Date Change
-2.17%
Daily Low
132.72
Daily High
133.52
52 Week Low
119.5227 Oct 2023
52 Week High
135.942 Jan 2024

Top 10 Components

NOVARTIS CH
RELX PLC GB
UBS GROUP CH
MERCEDES-BENZ GROUP DE
UNICREDIT IT
MUENCHENER RUECK DE
ASML HLDG NL
HSBC GB
ENI IT
GIVAUDAN CH
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High