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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
SA5UMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539524295
Last Value
534.98 +4.60 (+0.87%)
As of 10:15 pm CET
Week to Week Change
1.43%
52 Week Change
36.67%
Year to Date Change
19.14%
Daily Low
530.08
Daily High
535.7
52 Week Low
389.339931 May 2023
52 Week High
536.9828 Mar 2024

Top 10 Components

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