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
238.14
+1.60 (+0.68%)
As of CET
Week to Week Change
2.03%
52 Week Change
23.15%
Year to Date Change
6.89%
Daily Low
236.27
Daily High
238.22
52 Week Low
188.16 — 27 Oct 2023
52 Week High
238.14 — 9 May 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Amazon.com Inc. | US |
| FABRINET | US |
| AXIS CAPITAL HLDG | US |
| CIRRUS LOGIC | US |
| EURONET WWD. | US |
| BLUEPRINT MEDICINES | US |
| DOLBY LABORATORIES 'A' | US |
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