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 Carry Factor Index targets stocks with high growth potential based on earnings and dividends.
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
ISUCFUR
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293376
Bloomberg
ISUCFUR INDEX
Last Value
299.4
-1.30 (-0.43%)
As of CET
Week to Week Change
-3.98%
52 Week Change
18.36%
Year to Date Change
17.93%
Daily Low
299.37
Daily High
302.78
52 Week Low
250.78 — 5 Jan 2024
52 Week High
319.38 — 4 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| Amazon.com Inc. | US |
| MasterCard Inc. Cl A | US |
| Oracle Corp. | US |
| Amgen Inc. | US |
| KLA | US |
| TERADYNE | US |
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