The STOXX Equity Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints intended to closely track their parent indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Top 10 Components
|TOKYU REIT||Real Estate||JP|
|BANK OF IRELAND GROUP||Banks||IE|
|VAT GROUP AG||Industrial Goods and Services||CH|
|GALENICA SANTE AG||Personal Care, Drug and Grocery Stores||CH|
|CT REIT.TST.||Real Estate||CA|
|FINNING INTL.||Industrial Goods and Services||CA|
Qontigo expands STOXX multifactor indices for iShares ETFs by BlackRock
Four new indices have been added to the STOXX Equity Factor suite, which offers diversified multifactor exposure to five equity style risk premia sources. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced and well-researched factor exposures, seeking long-term outperformance.