News & Research

This paper 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.

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.

Stocks fell for the first month in six in October as earnings disappointments from technology companies and rising bond yields 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.

STOXX Ltd., part of the ISS STOXX GmbH group of companies and a leading provider of benchmark and custom index solutions to institutional investors, has licensed the STOXX Europe Total Market Aerospace & Defense Index to Tuttle Capital Management, LLC. for its Select STOXX Europe Aerospace & Defense ETF (EUAD).

STOXX has published its most complete study to date of VSTOXX, the flagship gauge of equity market volatility in the Eurozone. Explore the methodology behind the index, the concept of volatility, and available trading strategies — from theory to use cases.

This whitepaper takes a comprehensive and in-depth look at the objective, methodology, coverage and calculation of the VSTOXX indices in the most complete study on the topic from STOXX to date. It also reviews the strategies and available derivatives tracking the main VSTOXX, which have underpinned volatility’s status as a separate asset class.

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.