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 Quality Index targets stocks with solid financial background based on debt coverage, earnings and others metrics.
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
ISUQFUR
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293509
Bloomberg
ISUQFUR INDEX
Last Value
303.35
+0.67 (+0.22%)
As of CET
Week to Week Change
0.06%
52 Week Change
29.22%
Year to Date Change
26.95%
Daily Low
302.04
Daily High
303.37
52 Week Low
234.76 — 12 Dec 2023
52 Week High
303.87 — 4 Dec 2024
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| ABBVIE | US |
| Intuitive Surgical Inc. | US |
| BOOKING HOLDINGS | US |
| Boeing Co. | US |
| Automatic Data Processing Inc. | US |
| MSCI CLASS A | US |
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