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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
SA5UMFGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524022
Bloomberg ID
BBG00THTTT54
Last Value
535.94 -0.81 (-0.15%)
As of 10:15 pm CET
Week to Week Change
0.15%
52 Week Change
37.22%
Year to Date Change
17.50%
Daily Low
535.94
Daily High
535.94
52 Week Low
386.727 Oct 2023
52 Week High
540.679924 May 2024

Top 10 Components

Costco Wholesale Corp. US
META PLATFORMS CLASS A US
NVIDIA Corp. US
GE Aerospace US
Accenture PLC Cl A US
TJX Cos. US
CADENCE DESIGN SYS. US
PHILLIPS 66 US
Roper Technologies Inc. US
Microsoft Corp. US
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