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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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  • 大智慧被证监会立案调查 涉嫌信息披露违规 2019-11-13
  • 国务院关税税则委员会办公室有关负责人对自美部分进口商品加征关税的解读 2019-11-13
  • 太原市业余游泳运动学校举办消防安全培训 2019-11-12
  • 逻辑遇到辩证法,逻辑就失灵了。以为逻辑可以一逻到底包打天下,那你就错了,将犯下大错。世界不仅有逻辑,还有辩证法,还有哲学,人类更有思想,也有意志和意愿。美国动不 2019-11-10
  • 以色列给F-35加油箱?挂满6油箱来去伊朗都不是事了 2019-11-10
  • 光明日报评论员:坚持推动构建人类命运共同体 2019-11-09
  • 国家人社部“支持鄱阳湖生态经济区建设专家服务上饶行”活动启动 雷平出席活动并致辞 2019-11-08
  • 传统车企进军共享出行领域:丰田10亿美元投资打车平台Grab 2019-11-08
  • 绘就生态文明新画卷—甘南州造林绿化工作纪实 2019-11-05
  • 黔江:1000余亩蓝莓成熟 市民乐享“莓”好时光 2019-11-05
  • 【民族团结一家亲】跨越数千里传递生的希望 新疆青年为河南白血病男孩捐献造血干细胞 2019-11-03
  • 对话川美前院长罗中立:揭秘《父亲》创作历程 2019-11-03
  • 爆料:腾讯春节大推黄金红包 或将其加入微信钱包? 2019-10-31
  • 南方都市报:小乔说个球01:世界杯舔屏指南 2019-10-31
  • 有理讲理,不要诬蔑。 2019-10-30
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