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 Value Index targets stocks that trade for less than their intrinsic values based on cash flow and earnings per share.
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
ISUVFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293335
Bloomberg ID
BBG00HXPPGT6
Last Value
202.58
-2.82 (-1.37%)
As of CET
Week to Week Change
-1.00%
52 Week Change
7.71%
Year to Date Change
0.13%
Daily Low
202.57
Daily High
205.55
52 Week Low
168.26 — 13 Mar 2023
52 Week High
205.97 — 29 Jan 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Amazon.com Inc. | US |
| WALMART INC. | US |
| Pfizer Inc. | US |
| AT&T Inc. | US |
| META PLATFORMS CLASS A | US |
| DELL TECHNOLOGIES | US |
| 3M Co. | US |
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