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 Momentum Factor Index targets stocks with exceptional historical price movements.
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
ISUMFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293475
Last Value
306.09
-4.40 (-1.42%)
As of CET
Week to Week Change
-4.08%
52 Week Change
21.39%
Year to Date Change
11.66%
Daily Low
306.09
Daily High
306.09
52 Week Low
231.16 — 27 Oct 2023
52 Week High
319.13 — 21 Aug 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| Amazon.com Inc. | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| VISA Inc. Cl A | US |
| Boston Scientific Corp. | US |
| TRANSDIGM GROUP | US |
| General Dynamics Corp. | US |
| BELLRING BRANDS | US |
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