Factor Investing

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.

Qontigo has announced the expansion of the STOXX Factor Index suite to include a family of ESG-screened indices.

The STOXX Global 1800 Index slumps 13% in month, paring an earlier drop of as much as 25%, as large parts of the global economy come to a standstill to fight the COVID-19 pandemic.

Concerns about a sharp economic downturn coupled with tumbling oil prices send European indices to their first 20% decline since 2016.

Stocks plunged by the most in over eight years during February, as a fast and widely spreading Coronavirus stoked concerns the global economy will suffer a slowdown.