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Whitepapers — January 23, 2020

STOXX Factor Indices: Targeted Factor Exposures with Managed Liquidity and Risk Profiles

The STOXX Factor Index suite is comprised of five single-factor indices and a multifactor index engineered to deliver the excess returns associated with each factor using a diversified index of securities with carefully managed exposure, liquidity and risk characteristics. This paper provides a comprehensive description of the STOXX factor Indices and an extensive discussion of their characteristics and performance.