Index

A new whitepaper explores the design of the STOXX U.S. Equity Factor Index and the Multifactor signal that lies at the core of the STOXX Equity Factor suite, designed in collaboration with BlackRock.

Volatility is playing an increasingly important role in markets and portfolios. We sat down with two experts to ask them how investors use listed derivatives such as VSTOXX and VIX futures and options to trade market swings.

The German blue-chip benchmark’s largest component has had its weight capped at 15%, a limit designed to preserve the index’s diversification. A STOXX analysis finds that the impact from index trackers selling the shares due to the cap is relatively small, and more so compared to that of active funds observing caps imposed by European regulation.

The STOXX World AC benchmark declined 2.3% last month, its first monthly retreat since April. Earnings disappointments from high-flying technology companies and rising bond yields were among reasons that drove investors to take profits from this year’s rally.

Returns from fossil fuel stocks tend to be linked to short-term moves in energy prices. Excluding the sector can help portfolios over the long term, particularly when integrated into a broader set of ESG criteria.

The ETF was launched in December 2022 and follows a unique patents-based stock selection methodology targeting innovators that are creating and deploying the Metaverse.

Arun Singhal, global head of product management at STOXX, speaks to ETF Stream Editor Theo Andrew about why flows are returning to European equities, and the role indices play.

STOXX uses a lifecycle framework to identify investable themes based on their conceptual and business evolution. Depending on the point in that cycle, either patents and/or revenues may provide the best signal to select the key contributors and main beneficiaries of that theme.

The STOXX World AC benchmark gained 2.4% last month, taking its third-quarter gain to 6.7%. Almost half of market participants forecast the Federal Reserve may cut interest rates by another 75 basis points before year-end.

New regulation and industry efforts point to sources of portfolio risk — particularly of the Social ESG type — for both developers and deployers of AI systems. As the technology advances quickly, governments and companies are stepping up efforts to ensure it is not prone to misuse and abuse.

The TRFs were listed on September 30, expanding the leading pan-European benchmark’s trading ecosystem. TRFs have seen strong demand from market participants as a way to efficiently gain exposure to price-plus-dividend returns of shares and indices.

The TecDAX index has tracked the performance of German technology stocks since 2003. Through a broad yet focused industry taxonomy, the index covers companies with a core technology business across multiple industries.