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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISEQFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370292
Last Value
175.38
+2.28 (+1.32%)
As of CET
Week to Week Change
2.07%
52 Week Change
7.69%
Year to Date Change
11.70%
Daily Low
175.38
Daily High
175.38
52 Week Low
155.13 — 20 Dec 2022
52 Week High
175.38 — 1 Dec 2023
Top 10 Components
| NESTLE | CH |
| ROCHE HLDG P | CH |
| NOVARTIS | CH |
| TOTALENERGIES | FR |
| DEUTSCHE TELEKOM | DE |
| RELX PLC | GB |
| ENEL | IT |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| GLENCORE PLC | GB |
| GSK | GB |
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