Search Stoxx Indices for "Size"
Search DAX Indices for "Size"
About 2130 results found
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and ...
The STOXX Size Indices divide their benchmark into three size categories by free-float market capitalization: large, mid and small.
The STOXX Size Indices divide their size indices into three size categories by free-float market capitalization: large, mid and small.
Factor Investing | The size factor's risk premium is among the most well-documented, and investing in small-cap companies has yielded consistent results ...
... Real Estate; Reference Rates; Risk Based; Sector; Size; Specialized; Spot Rate; Strategy; Style; Supersector; Technology; Theme; Tomorrow Next Rate.
The iSTOXX Europe Size Index targets stocks with low market capitalization / enterprise value. To access the SunGard APT Modeling Guide, please click here.
... aim to harvest the risk premia of several academically validated style factors - Value, Momentum, Quality, Size and Low Risk within each ICB industry.
By doing so, the index extracts the factor premium of each strategy (carry, low risk, momentum, value, quality and size) while offsetting the market movements.
... aim to harvest the risk premia of several academically validated style factors - Value, Momentum, Quality, Size and Low Risk within each ICB industry.
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and ...
Get Started

Realize new investment strategies and generate alpha in today’s changing investment landscape.

Request Info

Stay in touch

Sign up to receive Qontigo’s news, research, and event invitations directly to your inbox.

Subscribe

Get social

Connect with us on social media for the latest news and exciting announcements.