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Nov 25, 2022 ... ... Factor Screened Indices. Page 21. STOXX INDEX METHODOLOGY GUIDE. 3. GENERAL PRINCIPLES. 21/545. INDEX RATIONALE. STOXX defines the index ...
For investors who seek to capture premia associated with key style factors, STOXX introduced a new generation of factor indices: The iSTOXX® Europe Factor ...
The STOXX U.S. Equity Factor Index is an equity multifactor index designed to provide factor exposure to the quality, value, size, momentum, and volatility ...
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Risk and Quality risk-premia factors, ...
Index. Featured Indices. DAX · DAX ESG Target · Equity Factor indices · EURO STOXX 50 · ISS STOXX Biodiversity indices · STOXX Europe 600 · STOXX Global ...
By doing so, the index extracts the factor premium of each strategy (carry, low risk, momentum, value, quality and size) while offsetting the market movements.
The iSTOXX Global Transitions Select 30 Index defines three major channels ... Factor and ESG-X factor indices · Equity factor indices · Industry neutral ...
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 ...
The STOXX Developed World Equity Factor Screened Index Family is constructed by maximizing the index exposure to a multi-factor alpha signal while ...
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 ...