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
ISUVFUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0384293319
Last Value
274.91
-8.84 (-3.12%)
As of CET
Week to Week Change
-3.07%
52 Week Change
27.82%
Year to Date Change
28.25%
Daily Low
274.91
Daily High
274.91
52 Week Low
210.7 — 4 Jan 2024
52 Week High
285.26 — 16 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| BROADCOM | US |
| Amazon.com Inc. | US |
| ABBVIE | US |
| WALMART INC. | US |
| ALASKA AIR GROUP | US |
| Pfizer Inc. | US |
| Verizon Communications Inc. | US |
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Low
High
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