Factor Investing

In this paper we analyzed four tech-oriented thematic indices’ performance and risk through a factor lens leveraging Axioma’s Worldwide Fundamental Factor Model, and also compared their characteristics to the broad market indices.

Stocks rose for a sixth straight month during July, as ongoing optimism that the global economy and corporate profits are rebounding outweighed concerns about a reacceleration of the COVID-19 pandemic.

Stocks rose for a fifth straight month during June, as ongoing optimism that the global economy is rebounding outweighed concerns about faster inflation and higher interest rates.

Stocks rose for a fourth consecutive month in May, with the STOXX® Global 1800 Index extending its all-time high, as countries lifted restrictions put in place to control the spread of the COVID-19 pandemic.

ESG integration, sustainability, and impact investing…While there may be overlap in the meanings of these terms, they each represent a distinct approach to “doing well while doing good” in investor portfolios.

Stocks rose for a third straight month in April, with the STOXX® Global 1800 Index breaking an all-time high, as investors became more convinced that a post-pandemic economic recovery will take hold.

The new futures track 12 STOXX® Industry Neutral Ax Factor Indices covering the European and US markets, which employ an optimized methodology to control factor exposures, diversification and tradability. Zubin Ramdarshan from Eurex and Qontigo’s Hamish Seegopaul explain why the futures offer a unique vehicle for market participants seeking factor-based strategies.

Stocks extended gains in March as countries pushed ahead with their COVID-19 vaccine rollouts, the US passed a new stimulus package and major central banks indicated they are likely to keep interest rates low even as the economy rebounds.

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.

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.