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 Low Risk Factor Index targets stocks with volatilities levels below average.
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
ISURFUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293517
Last Value
292.97
+0.24 (+0.08%)
As of CET
Week to Week Change
-0.25%
52 Week Change
22.67%
Year to Date Change
22.92%
Daily Low
292.46
Daily High
293.57
52 Week Low
235.7 — 5 Jan 2024
52 Week High
296.0299 — 6 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| Amazon.com Inc. | US |
| VISA Inc. Cl A | US |
| Procter & Gamble Co. | US |
| Bank of America Corp. | US |
| Abbott Laboratories | US |
| TJX Cos. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$392.23
+3.44
1Y Return
24.81%
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
10.38%
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%