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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
ISUMFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293392
Bloomberg
ISUMFUR INDEX
Last Value
290.16 -0.19 (-0.07%)
As of 07:03 pm CET
Week to Week Change
0.00%
52 Week Change
23.00%
Year to Date Change
10.12%
Daily Low
289.33
Daily High
290.49
52 Week Low
222.4127 Oct 2023
52 Week High
290.4826 Jun 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
Republic Services Inc. US
Union Pacific Corp. US
Waters Corp. US
FERGUSON PLC US
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