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Changes follow a market consultation with stakeholders and were devised to bring the German equity benchmarks in line with international standards.
For the past 20 years, a multi-factor strategy as targeted by the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index has fared extremely well, and much of that consistent performance can be traced to the benefit of diversifying across different sources of return premia.
It appears onerous and sometimes confusing, but the European Union’s Sustainable Finance Disclosure Regulation (SFDR) aims to enhance and protect participation in sustainable investments — a cause well worth the trouble.
The offering breaks fresh ground in indexing and brings a smart and robust strategy to enhance structured products at a time when the implied dividends market has challenged the industry. The indices, which have been exclusively licensed to Citi, enable the structured-product issuer to remove any single-name dividend risk from their books and deliver more attractive product terms to clients and end investors.
The STOXX Industry Neutral Ax Factor Indices were introduced in February and leverage Axioma’s advanced portfolio-construction tools and risk models. They provide a robust choice for investors looking to reduce unintended exposures and access the return of factors.
A new variation of the STOXX Factor Indices, which leverage Axioma’s proven factor models, further restricts sector diversions from the benchmark.
The STOXX Global 1800 Index rises in month, helped by continuing strength in US shares and a slump in the dollar.
A research report examines the risk and returns, and factor contribution, of the new pan-Europe benchmark aligned with global warming targets.
If the theme of the first quarter was the COVID 19-induced shock, then the second quarter’s theme was disjointedness. For factor indices, this led to mixed results.
The new STOXX ESG-X Factor Indices add sustainability screens to the standard STOXX Factor Indices, without significantly altering the risk-return profile of the portfolios.
The new STOXX ESG-X Factor Indices offer investors both factor exposure and sustainability screens without giving up performance.
