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
ISUVFUR
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293335
Bloomberg
ISUVFUR INDEX
Last Value
260.49
-0.61 (-0.23%)
As of CET
Week to Week Change
4.02%
52 Week Change
44.62%
Year to Date Change
28.76%
Daily Low
260.09
Daily High
260.97
52 Week Low
177.6399 — 9 Nov 2023
52 Week High
261.1 — 7 Nov 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 |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$396.14
-1.34
1Y Return
45.55%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1758.83
+10.46
1Y Return
20.77%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€226.37
-2.05
1Y Return
16.87%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€430.25436
-0.06
1Y Return
-0.58%
1Y Volatility
0.16%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$668.3
+3.14
1Y Return
21.62%
1Y Volatility
0.07%