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 Size Index targets stocks with low market capitalization / enterprise value.
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
ISUZFUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0384293491
Last Value
271.27
+2.41 (+0.90%)
As of CET
Week to Week Change
-0.28%
52 Week Change
32.38%
Year to Date Change
17.60%
Daily Low
271.27
Daily High
271.27
52 Week Low
194.58 — 27 Oct 2023
52 Week High
272.04 — 30 Sep 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Amazon.com Inc. | US |
| FRONTIER COMMUNICATIONS PARENT | US |
| MASIMO | US |
| SMARTSHEET A | US |
| GUIDEWIRE SOFTWARE | US |
| DOLBY LABORATORIES 'A' | US |
| Onto Innovation | US |
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