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
|Oversea-Chinese Banking Corp.||Banks||SG|
|UNILEVER PLC||Personal Care, Drug and Grocery Stores||GB|
|Royal Bank of Canada||Banks||CA|
|East Japan Railway Co.||Industrial Goods and Services||JP|
|DANONE||Food, Beverage and Tobacco||FR|
|COMPASS GRP||Consumer Products and Services||GB|
|NESTLE||Food, Beverage and Tobacco||CH|