Index Solutions

Europe Single and Multi-Factor Market Neutral Indices

For investors who want undiluted factor premia without systematic risks

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.

Key benefits

Pure factor investing

Obtain pure factor exposure rather than a factor tilt

Systematic and tradable

Access the market hedge through the highly liquid STOXX Europe 600 Index futures

Low correlation benefits

Benefit from the low correlation between all factor strategies to the market, and within each other

Diversify risk

Improve diversification and avoid single-sources of risk with the multi-factor strategy

Multi-factor differentiation

Employ a multi-factor strategy that maximizes the aggregated exposure to all of the six factors, rather than employ a mere heuristic, i.e. equal-weighted, combination of them

Sustainable focus

Incorporate sustainable principles to the factor methodology with the STOXX® ESG-X Factor Indices, which exclude stocks based on the responsible criteria of leading asset owners

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