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 Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.
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
ISUXFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293426
Last Value
201.22
-3.07 (-1.50%)
As of CET
Week to Week Change
-2.56%
52 Week Change
16.27%
Year to Date Change
7.54%
Daily Low
201.22
Daily High
201.22
52 Week Low
171.62 — 30 Sep 2022
52 Week High
216.91 — 19 Jul 2023
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| AT&T Inc. | Telecommunications | US |
| Bristol-Myers Squibb Co. | Health Care | US |
| Amazon.com Inc. | Retail | US |
| Automatic Data Processing Inc. | Industrial Goods and Services | US |
| ALBERTSONS COMPANY A | Personal Care, Drug and Grocery Stores | US |
| GODADDY CL.A | Technology | US |
| CDW | Technology | US |
| CENTENE | Health Care | US |
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