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
238.86
-3.03 (-1.25%)
As of CET
Week to Week Change
-0.11%
52 Week Change
23.49%
Year to Date Change
6.81%
Daily Low
238.86
Daily High
238.86
52 Week Low
190.47 — 26 Apr 2023
52 Week High
244.35 — 28 Mar 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Amazon.com Inc. | US |
| Applied Materials Inc. | US |
| T-Mobile US Inc | US |
| KLA | US |
| CSX Corp. | US |
| Yum! Brands Inc. | US |
| ZOETIS 'A' | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$340.84
+0.66
1Y Return
45.86%
1Y Volatility
0.20%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1610.19
-8.18
1Y Return
13.02%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€225.34
+1.36
1Y Return
9.96%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€494.2656
-0.54
1Y Return
13.09%
1Y Volatility
0.10%
STOXX® Global Low Risk Weighted Diversified 200
$586.79
+2.57
1Y Return
-0.52%
1Y Volatility
0.08%