Targeting returns and diversification Extensive portfolio-theory research has observed that equity returns can be explained by risk factors that are supplemental to the market risk. Investors who are able to expose their investment to such factors may obtain premium returns.

For investors who seek to capture premia associated with key style factors, STOXX introduced a new generation of factor indices: The iSTOXX® Europe Factor Indices. The six iSTOXX Europe Factor indices provide systematic exposure to the style factors - Size, Value, Carry, Low Risk, Momentum and Quality.

The iSTOXX Europe Factor Indices exploit 6 different dimensions:

Now on Eurex Exchange: iSTOXX Europe Factor Futures

On May 3, Eurex also introduced futures on six iSTOXX Europe Factor Indices. Eurex’s new offer comprise instruments for investors that allow them to capture factor risk premia associated with the STOXX 600 Europe benchmark. The STOXX Europe 600 futures market has established itself as the broader benchmark for Europe with liquid futures that traded over three million contracts in the first quarter of 2017 with an average daily volume (ADV) of approximately 46,000. Please click here to view the Index Futures on Eurex.