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
ISUCFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293376
Bloomberg ID
BBG00HXPPGR8
Last Value
208.44
-4.42 (-2.08%)
As of CET
Week to Week Change
-4.83%
52 Week Change
-5.71%
Year to Date Change
-0.17%
Daily Low
207.78
Daily High
212.48
52 Week Low
191.23 — 30 Sep 2022
52 Week High
243.52 — 29 Mar 2022
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| 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 |
| NVIDIA Corp. | Technology | US |
| Nike Inc. Cl B | Consumer Products and Services | US |
| Oracle Corp. | Technology | US |
| MONDELEZ | Food, Beverage and Tobacco | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$232.52
-0.46
1Y Return
-19.02%
1Y Volatility
0.33%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1385.93
+1.96
1Y Return
-12.06%
1Y Volatility
0.18%
EURO iSTOXX® Ocean Care 40
€194.12
-3.06
1Y Return
5.76%
1Y Volatility
0.20%
EURO STOXX 50® Volatility-Balanced
€453.85153
+11.38
1Y Return
6.91%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200
$561.72
+0.54
1Y Return
-7.96%
1Y Volatility
0.14%