Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

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
ISERRER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370227
Bloomberg ID
BBG00CB2V2L4
Last Value
166.74 -0.13 (-0.08%)
As of 05:50 pm CET
Week to Week Change
1.55%
52 Week Change
0.63%
Year to Date Change
-4.21%
Daily Low
166.29
Daily High
167
52 Week Low
145.8229 Sep 2022
52 Week High
176.15 Jan 2022

Top 10 Components

ROCHE HLDG P Health Care CH
LVMH MOET HENNESSY Consumer Products and Services FR
NOVARTIS Health Care CH
UNILEVER PLC Personal Care, Drug and Grocery Stores GB
SAP Technology DE
AIR LIQUIDE Chemicals FR
NESTLE Food, Beverage and Tobacco CH
LINDE Chemicals DE
ABB Industrial Goods and Services CH
ESSILORLUXOTTICA Health Care FR
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High