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 Value Index targets stocks that trade for less than their intrinsic values based on cash flow and earnings per share.
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
ISEVFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370342
Bloomberg ID
BBG00CB2V2D3
Last Value
103.29
-1.77 (-1.68%)
As of CET
Week to Week Change
-1.07%
52 Week Change
-11.45%
Year to Date Change
1.04%
Daily Low
102.59
Daily High
104.99
52 Week Low
91.76 — 12 Oct 2022
52 Week High
119.03 — 29 Mar 2022
Top 10 Components
| ROCHE HLDG P | Health Care | CH |
| NOVARTIS | Health Care | CH |
| GSK | Health Care | GB |
| STELLANTIS | Automobiles and Parts | IT |
| DEUTSCHE POST | Industrial Goods and Services | DE |
| NESTLE | Food, Beverage and Tobacco | CH |
| GIVAUDAN | Chemicals | CH |
| ADIDAS | Consumer Products and Services | DE |
| ENI | Energy | IT |
| ORANGE | Telecommunications | FR |
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