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
ISURFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293442
Last Value
284.8
-0.53 (-0.19%)
As of CET
Week to Week Change
0.37%
52 Week Change
18.29%
Year to Date Change
3.47%
Daily Low
284.8
Daily High
284.8
52 Week Low
226.47 — 10 Mar 2023
52 Week High
285.48 — 29 Jan 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 |
| Johnson & Johnson | US |
| McDonald's Corp. | US |
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Low
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