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
ISUZFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293467
Bloomberg ID
BBG00HXPPGC4
Last Value
225.41
-0.35 (-0.16%)
As of
CETWeek to Week Change
-2.46%
52 Week Change
16.26%
Year to Date Change
1.18%
Daily Low
224.69
Daily High
226.5
52 Week Low
187.95 — 26 Apr 2023
52 Week High
237.83 — 28 Mar 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
Amazon.com Inc. | US |
APARTMENT INCOME REIT 'A' | US |
RAMBUS | US |
JANUS HENDERSON | US |
ResMed Inc. | US |
POST HOLDINGS | US |
Stericycle Inc. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$340.62
+0.44
1Y Return
45.76%
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
€225.74
+1.71
1Y Return
10.92%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€498.4747
-2.66
1Y Return
13.48%
1Y Volatility
0.10%
STOXX® Global Low Risk Weighted Diversified 200
$603.8
-1.98
1Y Return
4.16%
1Y Volatility
0.08%