News & Research

A recent webinar from Legal & General (L&G) and STOXX explored the latest in factor index design, with experts debating multifactor strategies, long-term outperformance, risk control objectives, and the integration of sustainability considerations.

The Director for EMEA Equity Factor Product Strategy at BlackRock discusses in this article how a balanced multifactor portfolio with risk controls in place can harness the potential upside of factors over the long term.

Three iShares ETFs will switch to multifactor indices designed by STOXX and BlackRock, expanding an existing collaboration. The indices implement optimized strategies targeting risk premia while controlling for risk, and additionally screen out companies based on controversial activities and carbon emissions.

A new whitepaper explores the design of the STOXX U.S. Equity Factor Index and the Multifactor signal that lies at the core of the STOXX Equity Factor suite, designed in collaboration with BlackRock.

BlackRock and STOXX expand their global collaboration in factor solutions, which implement optimized strategies targeting long-term potential outperformance while controlling for risk, designed for the core of portfolios.

A well-researched multifactor strategy can help investors avoid the inherent pitfalls of style-premia harvesting and cyclical headwinds, while increasing opportunities for incremental returns. We analyze the performance of the STOXX Equity Factor indices that have underlied iShares ETFs since June 2022.

A new study from specialists at BlackRock and STOXX explores the potential benefits of low tracking-error, multifactor portfolios. While factor investing has historically been dominated by single-factor strategies with relatively strong tilts, the authors show that diversification across multiple factors with smaller tilts and less tracking error can pay off in the long run.

Recent market developments and investing trends have prompted investors to reconsider their investment allocations. Factors assist investors in understanding the present market and informing their investment decisions. Melissa Brown, Managing Director of Applied Research, joins two experts to discuss factor investing in this video.

Four new indices have been added to the STOXX Equity Factor suite, which offers diversified multifactor exposure to five equity style risk premia sources. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced and well-researched factor exposures, seeking long-term outperformance.

We look into the economic risks of employing factor-style strategies such as those in the STOXX Factor Indices, by screening them through Axioma’s Macroeconomic Projection model. The findings show that some styles have more economic exposure than others, and that macro variables can be correlated with industry, country and style factors, to different degrees.

The customized index is an optimized solution that balances multiple investment objectives and uses various inputs, including LGIM’s proprietary ESG data.

Lukas Smart, Head of US iShares Sustainable and Factors Product Segments, and Arun Singhal, Global Head of Index Product Management at STOXX, discuss the recent update to BlackRock’s multi-factor offering and the outlook for factor investing.