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.
Top 10 Components
|Eli Lilly & Co.||Health Care||US|
|General Electric Co.||Industrial Goods and Services||US|
|Gilead Sciences Inc.||Health Care||US|
|Vertex Pharmaceuticals Inc.||Health Care||US|
|Sumitomo Mitsui Financial Grou||Banks||JP|
|NOVO NORDISK B||Health Care||DK|
|McKesson Corp.||Personal Care, Drug and Grocery Stores||US|