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The iSTOXX® USA Single & Multi-factor indices offer investors a straightforward and intuitive tool to extract factor risk premia on equities.
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iSTOXX USA Quality Factor. 5.5. 24.6. 24.6. 34.2. 94.8. N/A. N/A. 25.1. 10.4. 14.4. STOXX USA 900. 4.9. 26.5. 26.5. 27.7. 104.9. N/A. N/A. 27.0. 8.6. 15.6.
The STOXX US Equity Factor Screened Index Family is constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of ...
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iSTOXX USA Size Factor. -4.1. 5.2. 7.0. 28.5. 46.4. N/A. N/A. 7.1. 8.8. 8.0. STOXX USA 900. -2.4. 10.1. 9.3. 29.5. 65.1. N/A. N/A. 9.3. 9.1. 10.7. Index ...
The iSTOXX® USA Factors indices are based on the STOXX® USA 900 and aim to extract factor risk premia on equities while controlling risks and keeping focus ...
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The iSTOXX® USA Single & Multi-factor indices offer investors a straightforward and intuitive tool to extract factor risk premia on equities.
Jul 6, 2022 ... Factor Investing | The recent launch of the STOXX U.S. Equity Factor Index, which underlies the iShares U.S. Equity Factor ETF (LRGF), ...
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iSTOXX USA Size Factor. 7.3. 23.8. 23.8. 23.9. 84.5. N/A. N/A. 24.2. 7.5. 13.2. STOXX USA 900. 4.9. 26.5. 26.5. 27.7. 104.9. N/A. N/A. 27.0. 8.6. 15.6. Index ...
STOXX industry neutral single and multi-factor indices aim to harvest the risk premia of several academically validated style factors - Value, Momentum, ...
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STOXX U.S. Small-Cap Equity Factor. -5.2. 4.3. 14.4. 29.7. 22.1. N/A. N/A. 15.0 9.2 ... 100% USA. 1. 2. For information on data calculation, please refer to STOXX ...