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.
Details
Symbol
ISERRER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370227
Bloomberg ID
BBG00CB2V2L4
Last Value
175.4
+0.63 (+0.36%)
As of CET
Week to Week Change
0.99%
52 Week Change
5.81%
Year to Date Change
8.48%
Daily Low
174.43
Daily High
175.44
52 Week Low
160.2 — 20 Dec 2022
52 Week High
180.73 — 27 Jul 2023
Top 10 Components
| AIR LIQUIDE | FR |
| UNILEVER PLC | GB |
| NESTLE | CH |
| SHELL | GB |
| ZURICH INSURANCE GROUP | CH |
| LONDON STOCK EXCHANGE | GB |
| SAGE GRP | GB |
| ENGIE | FR |
| LEGRAND | FR |
| CAP GEMINI | FR |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$289.79
+0.13
1Y Return
45.93%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1491.09
-2.41
1Y Return
7.06%
1Y Volatility
0.12%
EURO iSTOXX® Ocean Care 40
€201.63
-0.42
1Y Return
11.24%
1Y Volatility
0.15%
EURO STOXX 50® Volatility-Balanced
€443.9268
-1.94
1Y Return
0.27%
1Y Volatility
0.13%
STOXX® Global Low Risk Weighted Diversified 200
$566.6
+1.68
1Y Return
-0.98%
1Y Volatility
0.24%