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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISUQFUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293483
Last Value
270.31
-2.14 (-0.79%)
As of CET
Week to Week Change
-0.66%
52 Week Change
24.11%
Year to Date Change
24.38%
Daily Low
269.87
Daily High
272.42
52 Week Low
214.1 — 4 Jan 2024
52 Week High
274 — 4 Dec 2024
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| ABBVIE | US |
| Intuitive Surgical Inc. | US |
| BOOKING HOLDINGS | US |
| Boeing Co. | US |
| Automatic Data Processing Inc. | US |
| MSCI CLASS A | US |
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