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 Low Risk Factor Index targets stocks with volatilities levels below average.
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
ISURFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293327
Bloomberg ID
BBG00HXPPGD3
Last Value
274.17
+1.51 (+0.55%)
As of CET
Week to Week Change
0.30%
52 Week Change
17.70%
Year to Date Change
4.02%
Daily Low
272.1
Daily High
275.06
52 Week Low
217.82 — 10 Mar 2023
52 Week High
274.17 — 2 Feb 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| JPMorgan Chase & Co. | US |
| Amazon.com Inc. | US |
| VISA Inc. Cl A | US |
| MasterCard Inc. Cl A | US |
| LINDE | US |
| Johnson & Johnson | US |
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