Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

iSTOXX® USA Size 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 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.

Symbol
ISUZFUR
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0384293467
Bloomberg
ISUZFUR INDEX
Last Value
276.85 -0.03 (-0.01%)
As of 04:16 pm CET
Daily Low
276.41
Daily High
277.58

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
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • 3Y
  • 5Y
  • 10Y
  • All
Low
High