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 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
ISUXFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293459
Bloomberg ID
BBG00HXPPG70
Last Value
226.53
+1.56 (+0.69%)
As of CET
Week to Week Change
1.87%
52 Week Change
20.03%
Year to Date Change
5.04%
Daily Low
225.36
Daily High
227.16
52 Week Low
184.35 — 4 May 2023
52 Week High
235.44 — 28 Mar 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Amazon.com Inc. | US |
| Applied Materials Inc. | US |
| T-Mobile US Inc | US |
| KLA | US |
| Yum! Brands Inc. | US |
| VISTRA | US |
| ZOETIS 'A' | US |
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