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
ISUVFUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293384
Last Value
218.63
+3.13 (+1.45%)
As of CET
Week to Week Change
-0.38%
52 Week Change
38.37%
Year to Date Change
23.83%
Daily Low
215.81
Daily High
218.65
52 Week Low
155.62 — 9 Nov 2023
52 Week High
221.48 — 18 Oct 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| BROADCOM | US |
| Amazon.com Inc. | US |
| WALMART INC. | US |
| ABBVIE | US |
| Intel Corp. | US |
| Verizon Communications Inc. | US |
| GENERAL MOTORS | US |
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High
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