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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
691.66 +8.24 (+1.21%)
As of 10:15 pm CET
Week to Week Change
0.47%
52 Week Change
40.61%
Year to Date Change
25.33%
Daily Low
691.66
Daily High
691.66
52 Week Low
484.0227 Oct 2023
52 Week High
691.6616 Jul 2024

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