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 Carry Factor Index targets stocks with high growth potential based on earnings and dividends.
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
ISUCFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293350
Last Value
303.61
+2.57 (+0.85%)
As of CET
Week to Week Change
1.26%
52 Week Change
19.81%
Year to Date Change
16.37%
Daily Low
303.61
Daily High
303.61
52 Week Low
231.86 — 27 Oct 2023
52 Week High
303.61 — 12 Jul 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Eli Lilly & Co. | US |
| Amazon.com Inc. | US |
| MasterCard Inc. Cl A | US |
| Thermo Fisher Scientific Inc. | US |
| Sherwin-Williams Co. | US |
| Amgen Inc. | US |
| KLA | US |
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