Brining together the powerful indexing and analytics capabilities of Qontigo to target well-definied sources of equity risk premia.
Key indices
Industry Neutral Factor Indices
The STOXX® Industry Neutral Ax Factor Indices implement the same methodology of the STOXX® Factor Indices while reducing the active industry constraint from +/- 5% to near neutral.
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.
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.
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.
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.
Introducing STOXX® Factor and ESG-X Factor Indices
STOXX Factor Indices are designed for investors who want to reap factor premia while avoiding the noise that pervades many other such products that allow undesired exposures.
