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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
SA5UMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539524261
Last Value
451.36 +1.67 (+0.37%)
As of 10:15 pm CET
Week to Week Change
2.16%
52 Week Change
36.73%
Year to Date Change
21.62%
Daily Low
449.31
Daily High
451.58
52 Week Low
315.6927 Oct 2023
52 Week High
451.3618 Jun 2024

Top 10 Components

Costco Wholesale Corp. US
META PLATFORMS CLASS A US
NVIDIA Corp. US
GE Aerospace US
CADENCE DESIGN SYS. US
TJX Cos. US
Accenture PLC Cl A US
PHILLIPS 66 US
Microsoft Corp. US
Roper Technologies Inc. US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
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  • 6M
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  • 1Y
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