Continue active refreshing of this index's data?
Continue active refreshing of this index's data?
About 302 results found
The customized index is an optimized solution that balances multiple investment objectives and uses various inputs, including LGIM’s proprietary ESG data.
Qontigo has licensed the newly launched iSTOXX World Min Vol ESG Index to Legal & General Investment Management (LGIM). The index will be used for a large pension fund mandate. This index is based on STOXX’s broadest equity universe, the STOXX World AC (All Countries), including both Developed and Emerging Markets and incorporates both proprietary ESG data provided by LGIM and data from ISS ESG.
Dutch pension fund manager APG, which co-designed the responsible-investment indices with Qontigo, has received an award from Pensioen Pro for its pioneering work following the introduction of the indices.
The STOXX Global 1800 index dropped 9.3% in dollars last month, taking its retreat in 2022 to 25.5%. The Federal Reserve, European Central Bank and Bank of England increased the cost of borrowing in the month, with the first two hiking by a larger-than-average 75 basis points.
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.
The STOXX Global 1800 index dropped 4.1% in dollars last month, taking its retreat in 2022 to 17.9%. Investors are bracing for even tighter monetary policy as central banks fight higher-for-longer inflation.
The STOXX Global 1800 index gained 7.9% in dollars last month, its best monthly showing since November 2020. The index is still down 14.4% in 2022.
The STOXX Global 1800 index rose 0.1% in dollars last month, paring an earlier decline of as much as 5.6%. Value and high-dividend stocks rise, but most other strategies struggle as investors contend with the prospect of higher interest rates.
The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – Quality, Value, Momentum, Low Size and Low Volatility — through an enhanced multifactor approach designed for core portfolio allocation. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced, well-researched style factor exposures seeking long-term outperformance.