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.
216.1 +1.44 (+0.67%)
Week to Week Change
52 Week Change
Year to Date Change
52 Week Low
192.28 — 30 Sep 2022
52 Week High
255.31 — 29 Mar 2022
Top 10 Components
|PepsiCo Inc.||Food, Beverage and Tobacco||US|
|META PLATFORMS CLASS A||Technology||US|
|PALO ALTO NETWORKS||Technology||US|
|Stryker Corp.||Health Care||US|
|CME Group Inc. Cl A||Financial Services||US|
|EATON CORP. PLC||Industrial Goods and Services||US|
iSTOXX® Access Metaverse
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EURO STOXX 50® Volatility-Balanced
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