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
ISUMFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293368
Last Value
277.35
+3.06 (+1.12%)
As of
CETWeek to Week Change
0.00%
52 Week Change
23.83%
Year to Date Change
15.43%
Daily Low
274.2
Daily High
277.48
52 Week Low
203.28 — 27 Oct 2023
52 Week High
277.43 — 21 Aug 2024
Top 10 Components
Microsoft Corp. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
Amazon.com Inc. | US |
Eli Lilly & Co. | US |
VISA Inc. Cl A | US |
Boston Scientific Corp. | US |
TRANSDIGM GROUP | US |
General Dynamics Corp. | US |
Republic Services Inc. | US |
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