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Indices

iSTOXX® Europe Momentum Factor Market Neutral

Summary

The iSTOXX® Europe Single Factor Market Neutral indices aim at investing into the existing iSTOXX® Europe Single Factor equity indices while holding a short position into the STOXX® Europe 600 Futures Roll index. By doing so, the index extracts the factor premium of each strategy (carry, low risk, momentum, value, quality and size) while offsetting the market movements.
Additionally, the iSTOXX® Europe Multi-Factor Market Neutral index replicates a long position into the iSTOXX® Europe Multi-Factor Index and a short position into the STOXX® Europe 600 Futures Roll index.

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

Details

Symbol
ISEMMEEN
Calculation
Realtime
Dissemination Period
9:00-19:15 CET
ISIN
CH0351388233
Bloomberg ID
BBG00FQPG255
Last Value
90.65 +0.22 (+0.24%)
As of 07:15 pm CET
Week to Week Change
-0.13%
52 Week Change
-3.75%
Year to Date Change
-3.02%
Daily Low
90.32
Daily High
91.14
52 Week Low
89.8727 Oct 2022
52 Week High
94.4120 Jan 2022
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