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 Size Index targets stocks with low market capitalization / enterprise value.
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
ISUZFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293400
Last Value
195.79
+1.22 (+0.63%)
As of CET
Week to Week Change
2.58%
52 Week Change
13.92%
Year to Date Change
15.33%
Daily Low
195.44
Daily High
196.46
52 Week Low
155.6699 — 14 Oct 2022
52 Week High
196.54 — 19 Jul 2023
Top 10 Components
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| Amazon.com Inc. | Retail | US |
| WINGSTOP | Travel and Leisure | US |
| HANOVER INSURANCE GROUP | Insurance | US |
| AXIS CAPITAL HLDG | Insurance | US |
| NVIDIA Corp. | Technology | US |
| CASEY'S GENERAL STORES | Personal Care, Drug and Grocery Stores | US |
| Western Union Co. | Industrial Goods and Services | US |
| GUIDEWIRE SOFTWARE | Technology | US |
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