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News & Research
Most Recent News & Research
Minimum-variance strategies – which aim to reduce swings in portfolio prices and typically consider both share-price volatility and intra-stock correlation – have gained much traction since the global financial crisis.
Index | Factor Investing
The low volatility premium – An analysis of factor exposures of minimum variance strategies
Minimum variance strategies have gained significant traction especially since the global financial crisis. They aim at reducing or minimizing variance, i.e. the square of volatility as measured by standard deviation, or, in this case, price fluctuations of portfolio prices around their mean.
Index | Index / ETFs
The low volatility premium – An analysis of factor exposures of minimum variance strategies
Minimum variance strategies have gained significant traction especially since the global financial crisis. They aim at reducing or minimizing variance, i.e. the square of volatility as measured by standard deviation, or, in this case, price fluctuations of portfolio prices around their mean.
Index | Index / ETFs
STOXX Announces Results Of Annual Emerging And Developed Markets Classification Review – Sep 23, 2019
ZUG (September 23, 2019), out of the 65 countries in the STOXX index universe, 25 are classified as developed markets, and 21 are classified as emerging markets.
A recent report by State Street Global Advisors examined this behavior, which refers to low-volatility stocks’ long-run outperformance even if they take on less risk — i.e. have lower beta — than the broader market.
18 this year, a new chapter in responsible investing opened up with the listing of futures on three European environmental, social and governance (ESG) benchmark indices.
STOXX Ltd. has won the award “Most Innovative Index Asia-Pacific 2019” by Structured Retail Products (SRP). The award recognizes the innovation in the thematic space that STOXX is consistently pursuing.
Corporate | Portfolio Construction
Deutsche Börse Creates Leading Index And Portfolio/Risk Analytics Business
Deutsche Börse AG (Deutsche Börse) and Axioma, Inc. (Axioma) announced that Axioma has agreed to be acquired by Deutsche Börse for USD 850 million cash and debt free (around USD 820 million equity value) and will be combined with Deutsche Börse’s index businesses (STOXX® and DAX®) valued at EUR 2.6 billion.
Derivatives trading on EURO STOXX® Sector Indices has reached a record high at a time when shifts in macroeconomic conditions are set to influence the performance of the key banking industry.
Responsible investing expanded 34% worldwide between 2016 and the end of 2017, according to the latest data from the Global Sustainable Investment Alliance (GSIA).
Global stocks wrapped up their best calendar quarter in over eight years, as the Federal Reserve halted its interest-rate increases, and expectations strengthened for a trade truce between the US and China.
Global stocks wrapped up their best calendar quarter in over eight years in March, as the Federal Reserve halted its interest-rate increases, and expectations strengthened for a trade truce between the US and China.