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 Value Index targets stocks that trade for less than their intrinsic values based on cash flow and earnings per share.
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
ISUVFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293319
Last Value
257.93
+0.13 (+0.05%)
As of CET
Week to Week Change
-0.81%
52 Week Change
29.72%
Year to Date Change
20.33%
Daily Low
257.93
Daily High
257.93
52 Week Low
180.3899 — 27 Oct 2023
52 Week High
260.0299 — 23 Aug 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| ALPHABET CLASS C | US |
| Eli Lilly & Co. | US |
| 3M Co. | US |
| McCormick & Co. Inc. | US |
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