Factor clarity and managed implementation to access sources of risk and returns
The STOXX Factor Indices deliver accurate insight and transparency to target institutionally tested factors – derived from Factor Risk Models – across various geographies. The STOXX ESG-X Factor Indices additionally exclude stocks based on sustainability principles.
Bringing together state-of-the art indexing and the institutionally tested analytics of Axioma Factor Risk Models
Robust definitions
Target factors supported by extensive academic and practitioner research
Explicitly managed
Maximize the allocation to the desired factor while constraining the exposure to other factors, attributes and unintended sources of risk
Tradable
Aim for higher capacity and reduced trading costs by managing turnover, limiting index constituency and avoiding potentially problematic illiquid positions
Geographic scope
Implement your factor strategy across seven global, regional and country universes
Sustainable focus
Incorporate sustainable principles to the factor methodology with the STOXX® ESG-X Factor Indices, which exclude stocks based on the responsible criteria of leading asset owners
