Factor Investing

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.

The STOXX Global 1800 Index rises in month, helped by continuing strength in US shares and a slump in the dollar.

Stocks extended a recovery to a second month in May as investors welcomed the resumption of some economic activities in the wake of the novel coronavirus pandemic.

The new STOXX ESG-X Factor Indices offer investors both factor exposure and sustainability screens without giving up performance.

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.