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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISUQFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293509
Bloomberg ID
BBG00HXPPG98
Last Value
195.59
-4.10 (-2.05%)
As of CET
Week to Week Change
-0.90%
52 Week Change
-11.97%
Year to Date Change
0.56%
Daily Low
195.54
Daily High
200.76
52 Week Low
181.29 — 30 Sep 2022
52 Week High
231.76 — 29 Mar 2022
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| ABBVIE | Health Care | US |
| AT&T Inc. | Telecommunications | US |
| Bristol-Myers Squibb Co. | Health Care | US |
| Applied Materials Inc. | Technology | US |
| BOOKING HOLDINGS | Travel and Leisure | US |
| Kimberly-Clark Corp. | Personal Care, Drug and Grocery Stores | US |
| Occidental Petroleum Corp. | Energy | US |
| FORTINET | Technology | US |
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