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Indices

iSTOXX® USA Value 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 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.

Symbol
ISUVFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293335
Bloomberg ID
BBG00HXPPGT6
Last Value
170.69 -3.54 (-2.03%)
As of 10:15 pm CET
Week to Week Change
-0.73%
52 Week Change
-12.61%
Year to Date Change
-0.67%
Daily Low
170.64
Daily High
175.25
52 Week Low
157.5730 Sep 2022
52 Week High
202.9429 Mar 2022

Top 10 Components

Apple Inc. Technology US
Microsoft Corp. Technology US
Pfizer Inc. Health Care US
PayPal Holdings Industrial Goods and Services US
Bristol-Myers Squibb Co. Health Care US
Verizon Communications Inc. Telecommunications US
Altria Group Inc. Food, Beverage and Tobacco US
MODERNA Health Care US
AT&T Inc. Telecommunications US
DOMINOS PIZZA Travel and Leisure US
Zoom
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