Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

iSTOXX® USA Multi-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 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.

Symbol
ISUXFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293426
Last Value
196.07 -0.43 (-0.22%)
As of 10:15 pm CET
Week to Week Change
2.84%
52 Week Change
-6.67%
Year to Date Change
-10.80%
52 Week Low
171.6230 Sep 2022
52 Week High
220.2829 Dec 2021

Top 10 Components

Apple Inc. Technology US
Microsoft Corp. Technology US
Cisco Systems Inc. Telecommunications US
Amgen Inc. Health Care US
Bristol-Myers Squibb Co. Health Care US
CSX Corp. Industrial Goods and Services US
INVESCO Ltd. Financial Services US
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores US
CHARTER COMMUNICATIONS CL.A Telecommunications US
Annaly Capital Management Inc. Financial Services US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High