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Indices

iSTOXX® USA Low Risk 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 Low Risk Factor Index targets stocks with volatilities levels below average.

To access the SunGard APT Modeling Guide, please click here




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

Symbol
ISURFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293442
Last Value
305.64 -0.02 (-0.01%)
As of 10:15 pm CET
Week to Week Change
0.01%
52 Week Change
20.29%
Year to Date Change
11.04%
Daily Low
305.64
Daily High
305.64
52 Week Low
238.7727 Oct 2023
52 Week High
306.1118 Jun 2024

Top 10 Components

Apple Inc. US
Microsoft Corp. US
NVIDIA Corp. US
JPMorgan Chase & Co. US
Berkshire Hathaway Inc. Cl B US
MasterCard Inc. Cl A US
VISA Inc. Cl A US
Amazon.com Inc. US
Johnson & Johnson US
Wells Fargo & Co. US
Zoom
  • 1D
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  • 1W
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  • 1M
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