Index Solutions

Factor-Based Indices

A sophisticated set of tools for all smart beta strategies the entire range of smart beta

Brining together the powerful indexing and analytics capabilities of Qontigo to target well-definied sources of equity risk premia.

Key indices

All Factor and ESG-X Factor Indices

STOXX Global 1800 Ax Momentum

STOXX Global 1800 ESG-X Ax Momentum

STOXX Europe 600 Ax Size

STOXX Europe 600 ESG-X Ax Size

STOXX USA 500 Ax Multi-Factor

STOXX USA 500 ESG-X Ax Multi-Factor

EURO STOXX 50 DVP

STOXX Global Maximum Dividend 40

DAX Dividend Point

STOXX Europe 600 Minimum Variance

STOXX USA 900 Minimum Variance

STOXX Global 1800 Minimum Variance

Updated every 15 minutes during market hours.

Key benefits

Powerful

Combine leading capabilities in factor analysis and indexing

Clear

Resort to factor clarity and strong definitions to efficiently target excess returns

Tradable

Optimize allocations and control for liquidity to create better, manageable portfolios

Sustainable

Adopt sustainability strategies in keeping with the same factor-based approach

Functional

Rely on an entire factor family designed to benchmark portfolios and underlie financial products

STOXX® Factor and ESG-X Factor Indices

The STOXX Factor Indices deliver accurate insight, and transparent and liquid portfolio construction, to target five factors — value, quality, momentum, low risk and size — and a multi-factor option across various geographies.

 

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iSTOXX® Single and Multi-Factor Market Neutral Indices

The iSTOXX Europe Single Factor and Multi-Factor Market Neutral Indices are made up of a long investment in one of six iSTOXX Europe Single Factor indices or in the Multi-Factor index, and a short position in STOXX Europe 600 Index futures.

 

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EURO STOXX® Multi Premia® and Single Premium Indices

The Single Premium Indices draw upon a liquid universe of Eurozone equities — the EURO STOXX® Index — and each capture one of seven proven risk premia: value, size, momentum, residual momentum, reversal, low risk, and quality.

 

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STOXX® Minimum Variance Indices

Based on Modern Portfolio Theory, the STOXX Minimum Variance indices aim to limit volatility using a consistently applied and rules-based methodology.

 

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STOXX® Dividend Indices

STOXX’s Dividend Indices offer three broad approaches that enable income investors with diverse objectives to access cash flows within equity markets.

 

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How Factor Portfolio Construction Impacts Exposures, Returns and Attribution

In this paper, we discuss “What, exactly, is a factor?” There is no question that these strategies have moved to the forefront of investing, but their growing popularity begs the basic question: what do we mean by “factor”?

 

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