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
ISUCFUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293418
Last Value
291.79
-3.48 (-1.18%)
As of CET
Week to Week Change
-2.01%
52 Week Change
24.75%
Year to Date Change
22.46%
Daily Low
291.49
Daily High
294.95
52 Week Low
233.9 — 11 Dec 2023
52 Week High
297.7799 — 4 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| Amazon.com Inc. | US |
| MasterCard Inc. Cl A | US |
| Oracle Corp. | US |
| Amgen Inc. | US |
| KLA | US |
| TERADYNE | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$394.31
+5.52
1Y Return
28.11%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1783.47
-6.42
1Y Return
16.10%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€231.96
-0.70
1Y Return
9.95%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€439.49622
-1.32
1Y Return
-4.35%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$638.48
+0.55
1Y Return
11.42%
1Y Volatility
0.08%