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Latest Whitepapers
Following on from the successful derivatives launches in 2019, STOXX Ltd. (now part of Qontigo) has recently licensed the STOXX® USA 500 ESG-X Index as an underlying for listed futures on Eurex.
Index | Factor Investing
STOXX Factor Indices: Targeted Factor Exposures with Managed Liquidity and Risk Profiles
The STOXX Factor Index suite is comprised of five single-factor indices and a multifactor index engineered to deliver the excess returns associated with each factor using a diversified index of securities with carefully managed exposure, liquidity and risk characteristics.
STOXX is synonymous with equity indexing in Europe. The EURO STOXX 50® Index, EURO STOXX® Index and STOXX® Europe 600 Index have for over 20 years provided liquid and effective access to the region’s stock market, based on transparent rules and an objective methodology.
Earlier this year, STOXX introduced the EURO STOXX 50® ESG Index, a ESG version of the iconic EURO STOXX 50® that follows standard responsible investment exclusions and integrates companies’ ESG scores into stock selection.
The term “megatrend” was coined by US political scientist and author John Naisbitt at the start of the 1980s. It refers to powerful macroeconomic transformative forces that have a major impact on countries, businesses and societies around the world, disrupting the way products and services are produced, delivered and consumed.
Index | Factor Investing
The low volatility premium – An analysis of factor exposures of minimum variance strategies
Minimum variance strategies have gained significant traction especially since the global financial crisis. They aim at reducing or minimizing variance, i.e. the square of volatility as measured by standard deviation, or, in this case, price fluctuations of portfolio prices around their mean.
Ever since the onset of the financial crisis in 2008, volatility has become a critical aspect for investors to consider, measure and position in their portfolios.