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 Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.
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
ISUXFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293459
Bloomberg ID
BBG00HXPPG70
Last Value
237.46
-0.19 (-0.08%)
As of CET
Week to Week Change
1.22%
52 Week Change
24.97%
Year to Date Change
10.11%
Daily Low
236.87
Daily High
238.14
52 Week Low
185.49 — 27 Oct 2023
52 Week High
238.21 — 15 May 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Amazon.com Inc. | US |
| Union Pacific Corp. | US |
| REGENERON PHARMS. | US |
| Applied Materials Inc. | US |
| VISTRA | US |
| SEAGATE TECHNOLOGY HOLDINGS | US |
| Sherwin-Williams Co. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$359.24
-1.75
1Y Return
49.79%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1657.3
-1.04
1Y Return
13.79%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€233.41
-0.59
1Y Return
13.22%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€509.59836
-0.99
1Y Return
15.84%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$615.96
-0.37
1Y Return
6.28%
1Y Volatility
0.08%