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  • Service Navigation

    iSTOXX? Factor Indexes

    iSTOXX? Factor Indexes

    For the first time European Factor Index Futures are listed on an exchange with Eurex' iSTOXX? Europe Factor Index Futures

    The increasing trend towards passive investing has revolutionized the style of investment approaches the market now demands, creating a need for sophisticated and diversified index concepts using different selection and weighting methods. This trend has led to the development of iSTOXX? Europe Factors, systematic rules based indices that are designed to isolate the return of market factors and earn a risk premium over time.

    Eurex now offers Smart Beta futures. With the introduction of the six futures on the iSTOXX? Europe Factor Indexes, innovative derivatives targeted at collecting premium from well documented risk factors (Value, Carry, Momentum, Size, Low Risk and Quality) are now available at Eurex.?

    The underlying indexes are distinguished by the individual factor premium, whereas the contract specifications are in line with the already existing successful Eurex Futures on STOXX? Indexes.

    ?

    Video: Capture risk premia!

    Watch the video to learn more about which advantages Eurex iSTOXX Europe Factor Index Futures provide to trade, listed on an exchange for the first time, as well as how the products exposure to the broad market plus a factor tilt.

    ?

    Factsheet: Eurex iSTOXX? Europe Factor Index Futures

    The new futures enable investors to capture factor risk premia associated with the STOXX? Europe 600 benchmark and complements the existing Eurex suite of STOXX? futures and options, covering the Pan-European & Eurozone indexes. Read our factsheet.

    ?

    An Introduction to Factor-Based Strategies Through Futures

    The increasing and more efficient capture of risk sources in the market has allowed investors to exploit these factors to obtain additional returns. Factor investing has seen a veritable surge in interest in recent years, and the possibilities of extracting, adapting and combining factor-based returns keep growing. STOXX’s head of applied research, Dr. Jan-Carl Plagge discusses how a factor-based strategy via futures opens a new door to uncorrelated risk premia.

    ?

    iSTOXX? Europe Factor Index family

    The new futures are based on the iSTOXX? Europe Factor index family developed by STOXX? in collaboration with Alpha Centauri and offer investors a unique and innovative way to target and capture premia. It consists of six single factors that aim to capture well-known risk premia: Momentum, Quality, Size, Carry, Value and Low-risk. All indexes are constructed to maximize the exposure to their particular factor and minimize unwanted risks. FIS APT risk model is used to measure and restrict risk in these indexes.

    ?

    The future of Factor investing

    Factor-based strategies are gaining traction and attracting more investor flows. At STOXX? annual "Innovate2Invest" conference, Aniket Das, Investment Strategist at Legal & General Investment Management (LGIM) and Dr. Jan-Carl Plagge of STOXX??discussed the futures of Factor investing and why factor-based investors fall into two camps.

    ?

    Achim Karle

    Eurex Frankfurt AG | Global Equity & Index Sales
    Sales

    Mergenthalerallee 61
    65760 Eschborn

    T +49-69-211-1 87 57
    F +49-69-211-61 87 57

    Christine Heyde

    Eurex Frankfurt AG
    Equity and Index Product Research and Development

    Mergenthalerallee 61
    65760 Eschborn

    T +49-69-211-1 56 98

    ?

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  • 重庆华岩文教助力百名困境儿童圆梦活动即将启动 2019-06-22
  • 【理上网来·喜迎十九大】精神之“钙”是拒腐防变的良药 2019-06-22
  • 2018春天读诗之夜专题报道 2019-06-20
  • 北京市北京盛运顺通综合店【在线咨询】 2019-06-19
  • 青海省直机关纪工委与派驻纪检监察组同向发力br扎实推进机关党风廉政建设向纵深发展 2019-06-19
  • 国舜科技姜强:网络安全服务标准化将成未来发展趋势 2019-06-13
  • 思想与用词停留在三十年前。 2019-06-13
  • 《2015中国音乐产业发展报告》发布 2019-06-06
  • 拥有大智慧的中国古人就把“子”和“女”结合在一体,造出一个会意字“好”字。一直就用这个“好”的感觉结果去衡量其它任何生存环境中的万物万事所给人的感觉。 2019-06-06
  • 英国顶级艺术院著名大楼再度起火 2014年曾发生火灾 2019-06-04
  • “大功三连”指导员王金龙责无旁贷学习先行走在前列 2019-05-27
  • 毛泽东说帝国主义都是纸老虎。是有社会基础的 2019-05-27
  • 楼市调控继续加码 供需矛盾加剧或致摇号买房常态化 2019-05-14
  • 喜迎十九大 砥砺奋进的五年 2019-05-14
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