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Indices

iSTOXX® USA Value 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 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.

Symbol
ISUVFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293319
Last Value
236.52 +1.72 (+0.73%)
As of 10:15 pm CET
Week to Week Change
-0.60%
52 Week Change
26.95%
Year to Date Change
10.34%
Daily Low
236.52
Daily High
236.52
52 Week Low
180.389927 Oct 2023
52 Week High
237.9420 May 2024

Top 10 Components

Microsoft Corp. US
Apple Inc. US
NVIDIA Corp. US
Amazon.com Inc. US
WALMART INC. US
Pfizer Inc. US
DELL TECHNOLOGIES US
MERCADOLIBRE US
ROBINHOOD MARKETS A US
C.H. Robinson Worldwide Inc. US
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