The STOXX Factor Indices deliver accurate insight and transparency to target institutionally tested factors – derived from Factor Risk Models – across various geographies. The STOXX ESG-X Factor Indices additionally exclude stocks based on sustainability principles.
Key indices
Coverage at launch
The STOXX Index Suite includes 42 factor indices and over 30 ESG-X factor indices covering multiple factors and universes.
FACTORS
- Value
- Quality
- Momentum
- Low Risk
- Size
- Multi-Factor (Premium)
UNIVERSES
- Global 1800
- Global 1800 (ex. US)
Factor Indices only - Europe 600
- USA 900
- USA 500
- APAC 600
- Japan 600