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 Value Index targets stocks that trade for less than their intrinsic values based on cash flow and earnings per share.
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
|Pfizer Inc.||Health Care||US|
|Verizon Communications Inc.||Telecommunications||US|
|Bristol-Myers Squibb Co.||Health Care||US|
|PayPal Holdings||Industrial Goods and Services||US|
|CVS HEALTH CORP.||Personal Care, Drug and Grocery Stores||US|