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Indices

iSTOXX® Europe Low Risk 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 Low Risk Factor Index targets stocks with volatilities levels below average.

To access the SunGard APT Modeling Guide, please click here




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

Symbol
ISERFEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0316370235
Last Value
195.78 +0.96 (+0.49%)
As of 05:50 pm CET
Week to Week Change
0.12%
52 Week Change
8.89%
Year to Date Change
2.18%
Daily Low
195.78
Daily High
195.78
52 Week Low
171.8715 Mar 2023
52 Week High
196.4923 Feb 2024

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