The STOXX Factor Indices deliver accurate insight and transparency to target institutionally tested factors – derived from the Axioma Factor Risk Models – across various geographies. The STOXX ESG-X Factor Indices additionally exclude stocks based on sustainability principles.
Key indices
Coverage at launch
The STOXX Index Suite includes 42 factor indices and over 30 ESG-X factor indices covering multiple factors and universes.
FACTORS
- Value
- Quality
- Momentum
- Low Risk
- Size
- Multi-Factor (Premium)
UNIVERSES
- Global 1800
- Global 1800 (ex. US)
Factor Indices only - Europe 600
- USA 900
- USA 500
- APAC 600
- Japan 600
The resulting indices offer factor clarity
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STOXX Factor Indices
Bringing together the powerful indexing and analytics capabilities of Qontigo, the new STOXX Factor Index suite delivers more clarity to the market for factor investors by relying on the institutionally tested analytics of Axioma Factor Risk Models and advanced portfolio construction techniques.
STOXX ESG-X Factor Indices
The STOXX® ESG-X Factor Indices provide sustainably-driven investors with ESG-screened indices that can target similar levels of factor exposures as the STOXX Factor Indices, while controlling for unintended exposures.
Targeted Factor Exposures with Managed Liquidity and Risk Profiles
The STOXX Factor Index suite is engineered to deliver the excess returns associated with each factor using a diversified index of securities.
All Factor-Based Indices
Driven by market demand for accurate insight into factor exposures, the STOXX Factor Index suite uses Axioma Factor Risk Models to provide control over unintended factor exposures and to verify performance drivers.
