Summary
The iSTOXX® USA Factors indices are based on the STOXX® USA 900 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® USA Carry Factor Index targets stocks with high growth potential based on earnings and dividends.
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
ISUCFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293350
Last Value
273.87
+1.65 (+0.61%)
As of CET
Week to Week Change
2.06%
52 Week Change
17.89%
Year to Date Change
4.97%
Daily Low
273.87
Daily High
273.87
52 Week Low
229.53 — 4 May 2023
52 Week High
285.54 — 28 Mar 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| VISA Inc. Cl A | US |
| Amazon.com Inc. | US |
| MasterCard Inc. Cl A | US |
| Eli Lilly & Co. | US |
| Applied Materials Inc. | US |
| MONDELEZ | US |
| Waste Management Inc. | US |
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