Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® USA 900 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
SA9UMFGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260552
Bloomberg ID
BBG00RHCN777
Last Value
443.65 -3.51 (-0.78%)
As of 10:15 pm CET
Week to Week Change
2.47%
52 Week Change
-2.15%
Year to Date Change
8.77%
52 Week Low
373.6330 Sep 2022
52 Week High
467.359 Feb 2022

Top 10 Components

Accenture PLC Cl A Industrial Goods and Services US
Costco Wholesale Corp. Retail US
Exxon Mobil Corp. Energy US
SYNOPSYS Technology US
CADENCE DESIGN SYS. Technology US
MetLife Inc. Insurance US
Capital One Financial Corp. Industrial Goods and Services US
Nucor Corp. Basic Resources US
MARATHON PETROLEUM Energy US
REGENERON PHARMS. Health Care US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High