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.
Details
Symbol
ISURFUP
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293517
Last Value
264.18
+0.49 (+0.19%)
As of CET
Week to Week Change
-1.08%
52 Week Change
14.66%
Year to Date Change
10.84%
Daily Low
263.33
Daily High
265.07
52 Week Low
207.6 — 27 Oct 2023
52 Week High
271.06 — 16 Jul 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| JPMorgan Chase & Co. | US |
| VISA Inc. Cl A | US |
| MasterCard Inc. Cl A | US |
| Johnson & Johnson | US |
| Amazon.com Inc. | US |
| Coca-Cola Co. | US |
Zoom
Low
High
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