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Indices

iSTOXX® USA Carry Factor

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.

Symbol
ISUCFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293350
Last Value
253.18 +0.47 (+0.19%)
As of 10:15 pm CET
Week to Week Change
0.74%
52 Week Change
14.96%
Year to Date Change
18.36%
Daily Low
253.18
Daily High
253.18
52 Week Low
210.9128 Dec 2022
52 Week High
256.625 Jul 2023

Top 10 Components

Apple Inc. US
Microsoft Corp. US
VISA Inc. Cl A US
MasterCard Inc. Cl A US
Amazon.com Inc. US
GODADDY CL.A US
Agilent Technologies Inc. US
Cisco Systems Inc. US
NextEra Energy Inc. US
NVIDIA Corp. US
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