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News & Research
Most Recent News & Research
Index | Factor Investing
Macroeconomic exposures of style indices: What you don’t know could hurt you
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.
The STOXX® Global 1800 index rebounded from a two-year low last month on investors’ expectations that the Federal Reserve may soon slow down the pace of interest-rate hikes.
In September, stocks suffered the worst monthly selloff since March 2020, with the STOXX® Global 1800 index erasing all of its gains from the northern hemisphere’s summer, as central banks around the world pushed ahead with more interest-rate hikes.
Index | Factor Investing
BlackRock and STOXX collaboration: iShares multi-factor ETFs track STOXX indices to deliver consistent, risk-managed exposure for a portfolio’s core
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.
Stocks resumed losses in August after central bankers said they are not done raising interest rates as they combat record-high inflation.
Stocks jumped by the most in 20 months in July as investors focused on better-than-forecast earnings reports and on expectations that the Federal Reserve may slow down the pace of interest-rate increases.
A new white paper from Qontigo analyzes the components of a multi-factor alpha forecast in a universe of US stocks. The alpha has enhanced market returns over the last 20 years, with 2021 showing the best annual results.
The recent launch of the STOXX U.S. Equity Factor Index, which underlies the iShares U.S. Equity Factor ETF (LRGF), highlights the real-world performance benefits of a factor-based approach that seeks to manage risk relative to a capitalization-weighted benchmark.
Stocks tumbled in June, with the STOXX® Global 1800 index sliding into a bear market, on concern the world’s major economies may be headed for a recession while central banks are fighting runaway inflation.
Index | Factor Investing
BlackRock’s Ang on sustainability alpha signals: ESG and factors as ‘best friends’
ESG and climate metrics can be used as signals to generate alpha either on a stand-alone basis or to strengthen traditional style factors, BlackRock’s Andrew Ang explained during the Qontigo Investment Intelligence Summit.
A rebound in the month’s last week helped the STOXX® Global 1800 index record a small positive return for May, as investors continue to assess the impact on markets of rising interest rates in the US and elsewhere.