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Indices

iSTOXX® Europe Value 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 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.

Symbol
ISEVFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370342
Bloomberg ID
BBG00CB2V2D3
Last Value
114.18 -0.48 (-0.42%)
As of 09:32 am CET
Week to Week Change
1.16%
52 Week Change
3.37%
Year to Date Change
-1.34%
Daily Low
114.12
Daily High
114.54
52 Week Low
101.4227 Oct 2023
52 Week High
115.927 Dec 2023

Top 10 Components

ASML HLDG NL
ROCHE HLDG P CH
HSBC GB
LVMH MOET HENNESSY FR
GSK GB
BRITISH AMERICAN TOBACCO GB
DEUTSCHE POST DE
SAP DE
ASTRAZENECA GB
BCO BILBAO VIZCAYA ARGENTARIA ES
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