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Factor Investing
Most Recent Factor Investing
The STOXX Industry Neutral Ax Factor Indices were introduced in February and leverage Axioma’s advanced portfolio-construction tools and risk models. They provide a robust choice for investors looking to reduce unintended exposures and access the return of factors.
Stocks climbed in February on continued hopes for a post-lockdown economic recovery. Benchmark indices pared more than half of their advance at the end of the month following a spike in bond yields and inflation expectations.
Index | Factor Investing
New ESG-X Select Dividend Indices Combine Income Strategy with Sustainability Screenings
By selecting high-dividend stocks within universes screened for responsible-investing principles, the new suite broadens the possibilities for investors and showcases the versatility of index-based strategies.
A new variation of the STOXX Factor Indices, which leverage Axioma’s proven factor models, further restricts sector diversions from the benchmark.
The STOXX® Global 1800 Index lost 1% from a record in December, when measured in dollars and including dividends. The index rose 16.9% last year.
The STOXX® Global 1800 Index rose 4.3% in dollars in December, cementing a second straight year of double-digit percentage gains, as investors raised expectations that policy support and vaccines will help economies overcome the COVID-19-induced slump.
The STOXX® Global 1800 Index surged 12.9% in dollars in November, its largest monthly increase since data begins in 2004, as three drugs manufacturers announced their experimental vaccines are widely effective in preventing the COVID-19 virus.
Returns since Nov. 9 show investors’ ideas about the economy have flipped, favoring Value stocks against the Momentum factor.
The STOXX® Global 1800 Index fell for a second consecutive month in October as governments resumed lockdowns amid a rebounding number of COVID-19 infections.
The third quarter saw a continuation of 2020’s themes for the STOXX® Factor Indices. Signs of renewed life have appeared, however, with Multi-Factor seeing a 0.8% return.
The STOXX® Global 1800 Index fell from a record in September, pulled back by a reversal in this year’s best-performing stocks. The index still managed to post its second consecutive quarterly gain.
The cost of implementing factor strategies appears at only a fraction of the premia they generate, suggesting they can take significant inflows before reaching full capacity.