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.
Top 10 Components
|Berkshire Hathaway Inc. Cl B||Financial Services||US|
|JPMorgan Chase & Co.||Banks||US|
|VISA Inc. Cl A||Industrial Goods and Services||US|
|MasterCard Inc. Cl A||Industrial Goods and Services||US|
|Costco Wholesale Corp.||Retail||US|
|Coca-Cola Co.||Food, Beverage and Tobacco||US|
|Bank of America Corp.||Banks||US|