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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
SA5UMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523925
Last Value
514.94 +0.40 (+0.08%)
As of 10:15 pm CET
Week to Week Change
0.28%
52 Week Change
35.75%
Year to Date Change
20.16%
Daily Low
514.94
Daily High
514.94
52 Week Low
363.8127 Oct 2023
52 Week High
515.6212 Jun 2024

Top 10 Components

Costco Wholesale Corp. US
META PLATFORMS CLASS A US
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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
  • 3M
  • 6M
  • YTD
  • 1Y
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High