Continue active refreshing of this index's data?

Continue active refreshing of this index's data?


iSTOXX® USA Momentum Factor


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 Momentum Factor Index targets stocks with exceptional historical price movements.

To access the SunGard APT Modeling Guide, please click here

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

Dissemination Period
22:00-22:00 CET
Last Value
221.08 -1.15 (-0.52%)
As of 10:15 pm CET
Week to Week Change
52 Week Change
Year to Date Change
52 Week Low
198.830 Sep 2022
52 Week High
269.6718 Nov 2021

Top 10 Components

Apple Inc. Technology US
Microsoft Corp. Technology US Inc. Retail US
JPMorgan Chase & Co. Banks US
Eli Lilly & Co. Health Care US
ADOBE Technology US
Netflix Inc. Media US
Cisco Systems Inc. Telecommunications US
Amgen Inc. Health Care US
Oracle Corp. Technology US
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All