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
ISURFUR
Calculation
Realtime
Dissemination Period
15:30-22:00 CET
ISIN
CH0384293327
Bloomberg
ISURFUR INDEX
Last Value
302.84
-0.96 (-0.32%)
As of CET
Week to Week Change
0.36%
52 Week Change
24.67%
Year to Date Change
14.90%
Daily Low
301.48
Daily High
304.16
52 Week Low
228.94 — 27 Oct 2023
52 Week High
303.8 — 27 Aug 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
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