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