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
ISURFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293327
Bloomberg ID
BBG00HXPPGD3
Last Value
219.28
-2.28 (-1.03%)
As of CET
Week to Week Change
-0.85%
52 Week Change
-5.38%
Year to Date Change
-0.45%
Daily Low
216.76
Daily High
219.38
52 Week Low
199.94 — 16 Jun 2022
52 Week High
245.09 — 29 Mar 2022
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| Berkshire Hathaway Inc. Cl B | Financial Services | US |
| Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
| Johnson & Johnson | Health Care | US |
| JPMorgan Chase & Co. | Banks | US |
| Costco Wholesale Corp. | Retail | US |
| Cisco Systems Inc. | Telecommunications | US |
| WALMART INC. | Retail | US |
| Texas Instruments Inc. | Technology | US |
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Low
High
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