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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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  • [雷人]蠢货!土地处于不同的城市和地段,关联的资源不一样,价值也不一样。不然给咱俩同样面积的土地,咱的在北上广深,你的在边远山区,你干么? 2019-08-18
  • 世界杯八大热门悉数亮相 西班牙巴西最有冠军相 2019-08-18
  • [微笑]不是由咱定,而是要逻辑通透符合规律! 2019-08-16
  • 高速不免费难挡出游热情 端午假期周边游、滨海游最火--旅游频道 2019-08-12
  • 个子矮脸大腿粗还有拜拜肉,这些烦恼时尚博主Hannah Morgan全都有!看她怎么靠穿搭来掩盖 2019-08-08
  • 滥用添加剂,小心“网红馒头”变“网黑” 2019-08-08
  • 重攻轻防 阿兹特克雄鹰能否摆脱"16郎"尴尬 2019-08-05
  • 杀菌-热门标签-华商生活 2019-08-05
  • 2016年,有1145家上市公司大小非减持了3600亿元,还有210名上市公司高管减持了1400亿元。IPO已成了造就成千上万个十亿、百亿富豪的捷径, 2019-08-05
  • 阜阳五中成功举办第四届社团文化艺术节文艺汇演 2019-08-05
  • 欧版T90暴露法德坦克硬伤 VT4我离最强只差两步 2019-08-04
  • 市场监管总局抽检518批次粽子 未检出不合格样品 2019-08-03
  • 【理上网来·喜迎十九大】以全面从严治党调动党员干部积极性主动性创造性 2019-08-03
  • 7月1日起铁路将实施新列车运行图 北京再增12.5对复兴号 2019-07-29
  • 零关税后抗癌药降价为何“慢半拍”? 2019-07-29
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