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.
Details
Symbol
ISURFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293517
Last Value
216.45
-0.20 (-0.09%)
As of CET
Week to Week Change
-2.24%
52 Week Change
12.17%
Year to Date Change
7.31%
Daily Low
216.32
Daily High
217.93
52 Week Low
184.63 — 14 Oct 2022
52 Week High
231.03 — 25 Jul 2023
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| 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 |
| WALMART INC. | Retail | US |
| Coca-Cola Co. | Food, Beverage and Tobacco | US |
| Bank of America Corp. | Banks | US |
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Low
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