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.
Details
Symbol
ISEMFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370250
Bloomberg ID
BBG00CB2V2H9
Last Value
152.04
+1.74 (+1.16%)
As of CET
Week to Week Change
-2.44%
52 Week Change
-0.68%
Year to Date Change
3.79%
Daily Low
150.53
Daily High
152.81
52 Week Low
129.4199 — 29 Sep 2022
52 Week High
160.44 — 6 Mar 2023
Top 10 Components
| TOTALENERGIES | Energy | FR |
| SANOFI | Health Care | FR |
| SHELL | Energy | GB |
| NESTLE | Food, Beverage and Tobacco | CH |
| NATIONAL GRID | Utilities | GB |
| STELLANTIS | Automobiles and Parts | IT |
| PERNOD RICARD | Food, Beverage and Tobacco | FR |
| BP | Energy | GB |
| E.ON | Utilities | DE |
| HENKEL PREF | Consumer Products and Services | DE |
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