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
302.58
-0.52 (-0.17%)
As of
CETWeek to Week Change
-0.85%
52 Week Change
29.51%
Year to Date Change
19.18%
Daily Low
301.34
Daily High
303.26
52 Week Low
225.78 — 27 Oct 2023
52 Week High
305.96 — 30 Sep 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
Home Depot Inc. | US |
Amazon.com Inc. | US |
MasterCard Inc. Cl A | US |
Oracle Corp. | US |
NRG Energy Inc. | US |
ZOETIS 'A' | US |
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Low
High
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