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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
SA9UMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260271
Last Value
370.59 -2.99 (-0.80%)
As of 10:15 pm CET
Week to Week Change
2.43%
52 Week Change
-3.77%
Year to Date Change
8.66%
Daily Low
369.74
Daily High
373.63
52 Week Low
313.7330 Sep 2022
52 Week High
396.879 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
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