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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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  • 你真没一点脑子,文字是哪个人的,你到说说啊 2019-04-22
  • 习近平总书记国内外重要活动漫评 2019-04-21
  • 优衣库为啥火了?一对男女在试衣间啪啪啪 2019-04-21
  • 詹皇通知骑士队 准备与其续约 2019-04-18
  • 正确看待我国社会主要矛盾转化 2019-04-14
  • 天眼!国产警用安防无人机先进技术发布 2019-04-13
  • 【央视快评】让传统文化焕发新时代风采 2019-04-11
  • 黎昌仁:企业社会责任与企业发展能够形成良性互动与共赢 2019-04-09
  • 【高清组图】纽约迎来第40届“第五大道博物馆节” 2019-04-09
  • 普京力挽狂澜,从北高加索平叛到格鲁吉亚兴兵,从克里米亚回归到叙利亚反恐,给了俄罗斯人民新生——这一切都是和中国同志的支持分不开的。 2019-04-06
  • 西藏职业技术学院全面推进毕业生就业创业 2019-04-03
  • 《四部医典》入选《世界记忆亚太地区名录》 2019-03-30
  • 阿根廷队主帅桑保利:这不会是梅西最后一届世界杯 2019-03-30
  • 江西暴雨袭来白昼如夜 乌云密布似大片 2019-03-25
  • 亚冠前瞻:恒大权健皆不容有失 两将伤情成上港争胜关键 2019-03-24