Summary
The STOXX International Equity Factor Index is an equity multifactor index designed to provide factor exposure to the quality, value, size, momentum, and volatility factors across developed markets ex US equities.
Learn more about STOXX® Equity Factor Indices >
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| NOVARTIS | CH |
| ASML HLDG | NL |
| NOVO NORDISK B | DK |
| NESTLE | CH |
| SAP | DE |
| LOBLAW | CA |
| ROCHE HLDG P | CH |
| Royal Bank of Canada | CA |
| ASTRAZENECA | GB |
| Thomson Reuters Corp. | CA |
Related research
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The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – Quality, Value, Momentum, Low Size and Low Volatility — through an enhanced multifactor approach designed for core portfolio allocation. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced, well-researched style factor exposures seeking long-term outperformance.