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The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility and Quality risk-premia factors, ...
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low ...
The funds implement a quantitative model to select high-quality businesses with a factor target of either low volatility or high dividend. Additionally, ...
Designed to capture the fundamental drivers of equity performance · Diversified multi-factor exposure to a combination of five target style factors: momentum, ...
Jun 1, 2022 ... Factor Investing | The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – quality, value, momentum, ...
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, ...
Apr 26, 2024 ... The iSTOXX® Europe Single Factor Market Neutral indices aim at investing into the existing iSTOXX® Europe Single Factor equity indices while ...
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The STOXX Equity Factor Index Family indices are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of.
The iSTOXX® Europe Single Factor Market Neutral indices aim at investing into the existing iSTOXX® Europe Single Factor equity indices while holding a short ...
Jul 7, 2020 ... The non-targeted factor exposures (Figure 4) are both universally much lower, and nearly identical for the Factor and ESG-X Factor indices. This ...