Add to reference list
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.
-
USD (Net Return)
Date:
Time:
| Symbol | ISUXFUR |
| Calculation | Realtime |
| Dissemination period | 15:30 CET-22:00 CET |
| ISIN | CH0384293459 |
| Bloomberg ID | BBG00HXPPG70 |
| Free Float Mcap | --- |
| Last value | |
| Daily change (absolute) |
| Week to week change | |
| 52 week change | |
| Year to date change | |
| Daily low | |
| Daily high | |
| 52 week low | |
| 52 week high |
** Chart displays Closing High and Closing Low
People Also Viewed
EUR (Gross Return)
N/A
iSTOXX® Europe Multi-Factor
1Y RETURN
26.58%
1Y VOLATILITY
10.68%
Info Index added to Compare Indices Tool
EUR (Gross Return)
N/A
iSTOXX® Europe Value Factor
1Y RETURN
19.8%
1Y VOLATILITY
11.34%
Index added to Compare Indices Tool
