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
ISUXFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293459
Bloomberg ID
BBG00HXPPG70
Last Value
177.22
-3.89 (-2.15%)
As of CET
Week to Week Change
-4.97%
52 Week Change
-7.36%
Year to Date Change
-2.25%
Daily Low
176.47
Daily High
180.85
52 Week Low
166.49 — 30 Sep 2022
52 Week High
211.14 — 29 Mar 2022
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| ABBVIE | Health Care | US |
| Cisco Systems Inc. | Telecommunications | US |
| Kroger Co. | Personal Care, Drug and Grocery Stores | US |
| Bristol-Myers Squibb Co. | Health Care | US |
| FORTINET | Technology | US |
| VERISK ANALYTICS CL.A | Industrial Goods and Services | US |
| Check Point Software Technolog | Technology | US |
| ZOETIS 'A' | Health Care | US |
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