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 Value Index targets stocks that trade for less than their intrinsic values based on cash flow and earnings per share.
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
ISUVFUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0384293319
Last Value
275.66
+5.59 (+2.07%)
As of CET
Week to Week Change
3.65%
52 Week Change
44.15%
Year to Date Change
28.60%
Daily Low
275.66
Daily High
275.66
52 Week Low
187.93 — 9 Nov 2023
52 Week High
275.66 — 6 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| BROADCOM | US |
| Amazon.com Inc. | US |
| WALMART INC. | US |
| ABBVIE | US |
| Intel Corp. | US |
| Verizon Communications Inc. | US |
| GENERAL MOTORS | US |
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High
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