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
253.18
+0.47 (+0.19%)
As of 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
210.91 — 28 Dec 2022
52 Week High
256.6 — 25 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 |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$290.27
-0.46
1Y Return
37.93%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1518.05
+15.98
1Y Return
8.86%
1Y Volatility
0.12%
EURO iSTOXX® Ocean Care 40
€205.3
+2.03
1Y Return
11.33%
1Y Volatility
0.15%
EURO STOXX 50® Volatility-Balanced
€449.89932
+3.35
1Y Return
0.70%
1Y Volatility
0.13%
STOXX® Global Low Risk Weighted Diversified 200
$567.63
-0.37
1Y Return
-2.52%
1Y Volatility
0.24%