Search Stoxx Indices for "Factor Exposure"
Search DAX Indices for "Factor Exposure"
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... excess returns associated with each factor using a diversified index of securities with carefully managed exposure, liquidity and risk characteristics.
Apr 26, 2021 ... Factor Investing | The new futures track 12 STOXX® Industry Neutral Ax Factor ... to control factor exposures, diversification and tradability.
The STOXX Factor Indices and STOXX Industry Neutral Ax Factor Indices rely on Axioma's proven factor models and seek precise exposure to desired equity risk ...
May 6, 2020 ... Factor Investing | The new STOXX ESG-X Factor Indices offer investors both factor exposure and sustainability screens without giving up ...
Fixed income factors are notoriously difficult to define and traditional factor-based fixed income models are typically derived from sector or rating ...
Feb 23, 2021 ... The STOXX Factor Indices target high exposures to proven sources of excess returns and, as well, manages liquidity and unintended risk exposures ...
Jan 27, 2020 ... Control of exposures, liquidity. The indices maximize the exposure to the target factor while constraining the exposure to non-targeted factors, ...
Mar 2, 2021 ... The new Axioma Worldwide Macroeconomic Projection Equity Factor Risk Model offers a unique way to identify a portfolio's exposures to ...
Assess your risk exposures using industry and statistical factors through a suite of equity risk models. Learn more about constructing efficient portfolios.
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beta factors – Value, Quality, Momentum, Low Risk and Size. Using a risk model allows for ease of control over unintended factor exposures. TRADABLE.
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