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 Size Index targets stocks with low market capitalization / enterprise value.
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
ISUZFUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293400
Last Value
252.61
-0.56 (-0.22%)
As of CET
Week to Week Change
-1.66%
52 Week Change
27.96%
Year to Date Change
23.03%
Daily Low
252.3
Daily High
254.08
52 Week Low
197.4199 — 11 Dec 2023
52 Week High
256.88 — 4 Dec 2024
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| MASIMO | US |
| Amdocs Ltd. | US |
| FABRINET | US |
| POST HOLDINGS | US |
| CIRRUS LOGIC | US |
| FRONTIER COMMUNICATIONS PARENT | US |
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