The STOXX Strong Balance Sheet Index family selects stocks according to their Altman Z-Score, a quantitative measure of the financial and fundamental health of a company. This index family is available for Global, Europe, and USA regions as well as for Japan.
The indices invest in companies with a high probability of not defaulting in the next two years. The methodology combines simple, mathematically sound concepts based on a proven metric of low downside risk and likely outperformance.