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Indices

iSTOXX® USA Momentum Factor

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 Momentum Factor Index targets stocks with exceptional historical price movements.

To access the SunGard APT Modeling Guide, please click here




Index Guides, Benchmark statement, and other reports are available under the Data tab.

Symbol
ISUMFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293368
Last Value
270.87 +0.65 (+0.24%)
As of 10:15 pm CET
Week to Week Change
1.75%
52 Week Change
19.37%
Year to Date Change
12.74%
Daily Low
270.21
Daily High
272.31
52 Week Low
203.2827 Oct 2023
52 Week High
270.2212 Jul 2024

Top 10 Components

Microsoft Corp. US
Apple Inc. US
NVIDIA Corp. US
Amazon.com Inc. US
Eli Lilly & Co. US
Berkshire Hathaway Inc. Cl B US
Waters Corp. US
Republic Services Inc. US
Entergy Corp. US
AVANTOR US
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