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Indices

iSTOXX® Europe Multi-Factor XC

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 Multi-factor XC Index gather highest exposure from the following dimensions: low risk, momentum, value, quality and size. To access the SunGard APT Modeling Guide, please click here.




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

Symbol
ISEXFCGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0349034501
Last Value
169.79 -0.08 (-0.05%)
As of 05:50 pm CET
Week to Week Change
-1.22%
52 Week Change
6.27%
Year to Date Change
-0.66%
Daily Low
169.79
Daily High
169.79
52 Week Low
153.1127 Oct 2023
52 Week High
172.1126 Jan 2024

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