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Indices

iSTOXX® Europe Size 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 Size Index targets stocks with low market capitalization / enterprise value.

To access the SunGard APT Modeling Guide, please click here




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

Symbol
ISEZFER
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0316370318
Bloomberg ID
BBG00CB2V3F9
Last Value
155.76 -1.08 (-0.69%)
As of 09:32 am CET
Week to Week Change
0.62%
52 Week Change
2.55%
Year to Date Change
0.37%
Daily Low
155.69
Daily High
156.72
52 Week Low
138.0227 Oct 2023
52 Week High
157.4516 Feb 2024

Top 10 Components

ASML HLDG NL
DIRECT LINE INSURANCE GROUP GB
BEAZLEY GB
AVIVA GB
BILFINGER DE
BALOISE CH
ALANDSBANKEN B FI
NORDIC PAPER HOLDING SE
THURGAUER KANTONALBANK CH
INDUS HOLDING DE
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