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Indices

STOXX® USA 500 Ax Multi-Factor

Summary

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.


STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.


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

Symbol
SA5UMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524204
Last Value
687.02 +1.16 (+0.17%)
As of 10:15 pm CET
Week to Week Change
2.42%
52 Week Change
40.75%
Year to Date Change
24.49%
Daily Low
687.02
Daily High
687.02
52 Week Low
480.5326 Jun 2023
52 Week High
687.0218 Jun 2024

Top 10 Components

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Microsoft Corp. US
Roper Technologies Inc. US
PHILLIPS 66 US
Zoom
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