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Indices

iSTOXX® USA Multi-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 Multi-factor Index gather highest exposure from each dimension: carry, low risk, momentum, value, quality and size.

To access the SunGard APT Modeling Guide, please click here




Index Guides, Benchmark statement, and other reports are available under the Data tab.

Symbol
ISUXFUGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0384293426
Last Value
247.55 -0.40 (-0.16%)
As of 10:15 pm CET
Week to Week Change
0.10%
52 Week Change
25.79%
Year to Date Change
10.70%
Daily Low
247.55
Daily High
247.55
52 Week Low
192.169927 Oct 2023
52 Week High
247.9520 May 2024

Top 10 Components

Apple Inc. US
Microsoft Corp. US
NVIDIA Corp. US
Amazon.com Inc. US
Union Pacific Corp. US
REGENERON PHARMS. US
Applied Materials Inc. US
VISTRA US
Sherwin-Williams Co. US
KLA US
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