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Indices

iSTOXX® USA Low Risk 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 Low Risk Factor Index targets stocks with volatilities levels below average.

To access the SunGard APT Modeling Guide, please click here




Index Guides, Benchmark statement, and other reports are available under the Data tab.

Symbol
ISURFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293517
Last Value
249.92 +0.29 (+0.12%)
As of 10:15 pm CET
Week to Week Change
0.49%
52 Week Change
17.23%
Year to Date Change
4.86%
Daily Low
248.88
Daily High
250.69
52 Week Low
207.627 Oct 2023
52 Week High
258.8528 Mar 2024

Top 10 Components

Apple Inc. US
Microsoft Corp. US
NVIDIA Corp. US
JPMorgan Chase & Co. US
Berkshire Hathaway Inc. Cl B US
Amazon.com Inc. US
VISA Inc. Cl A US
MasterCard Inc. Cl A US
Johnson & Johnson US
McDonald's Corp. US
Zoom
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  • 1W
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  • 1M
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  • 6M
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