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Indices

iSTOXX® USA Momentum 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 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.

Symbol
ISUMFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293368
Last Value
221.11 -0.37 (-0.17%)
As of 10:15 pm CET
Week 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
177.919930 Sep 2022
52 Week High
231.6631 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
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
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