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 Index gather highest exposure from each dimension: carry, 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.
Details
Symbol
ISEXFEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370367
Last Value
137.05
+0.01 (+0.01%)
As of CET
Week to Week Change
1.84%
52 Week Change
7.86%
Year to Date Change
4.28%
Daily Low
137.02
Daily High
137.3
52 Week Low
118.39 — 27 Oct 2023
52 Week High
137.85 — 28 Mar 2024
Top 10 Components
| NOVARTIS | CH |
| ROCHE HLDG P | CH |
| RELX PLC | GB |
| ANHEUSER-BUSCH INBEV | BE |
| ASML HLDG | NL |
| ING GRP | NL |
| WOLTERS KLUWER | NL |
| HALEON | GB |
| TOTALENERGIES | FR |
| ENI | IT |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$335.21
-1.84
1Y Return
50.91%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1602.98
-15.85
1Y Return
14.72%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40
€226.67
-2.19
1Y Return
10.27%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€501.54437
-1.79
1Y Return
14.91%
1Y Volatility
0.10%
STOXX® Global Low Risk Weighted Diversified 200
$597.92
-0.79
1Y Return
0.71%
1Y Volatility
0.08%