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.
208.44 -4.42 (-2.08%)
Week to Week Change
52 Week Change
Year to Date Change
52 Week Low
191.23 — 30 Sep 2022
52 Week High
243.52 — 29 Mar 2022
Top 10 Components
|Eli Lilly & Co.||Health Care||US|
|MasterCard Inc. Cl A||Industrial Goods and Services||US|
|Thermo Fisher Scientific Inc.||Health Care||US|
|Cisco Systems Inc.||Telecommunications||US|
|Nike Inc. Cl B||Consumer Products and Services||US|
|MONDELEZ||Food, Beverage and Tobacco||US|
iSTOXX® Access Metaverse
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
EURO iSTOXX® Ocean Care 40
EURO STOXX 50® Volatility-Balanced
STOXX® Global Low Risk Weighted Diversified 200