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 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.
Details
Symbol
ISUMFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293368
Last Value
221.11
-0.37 (-0.17%)
As of
CETWeek to Week Change
0.11%
52 Week Change
12.59%
Year to Date Change
14.05%
Daily Low
220.59
Daily High
221.69
52 Week Low
177.9199 — 30 Sep 2022
52 Week High
231.66 — 31 Jul 2023
Top 10 Components
Apple Inc. | Technology | US |
Microsoft Corp. | Technology | US |
Amazon.com Inc. | Retail | US |
Johnson & Johnson | Health Care | US |
ALPHABET CLASS C | Technology | US |
International Business Machine | Technology | US |
AT&T Inc. | Telecommunications | US |
REGENERON PHARMS. | Health Care | US |
Automatic Data Processing Inc. | Industrial Goods and Services | US |
AspenTech | Technology | US |
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