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iSTOXX® Europe Single and Multi-Factor Market Neutral Indices
Multi-factor for diversification The market-neutral indices are made up of a long investment in one of the six iSTOXX Europe Single Factor indices or in the Multi-Factor index, and offset the market exposure by holding a short position in STOXX® Europe 600 Index futures. In a bottom-up strategy, each stock is given a multi-factor score and the highest-scoring stocks get into the portfolio, which maximize the aggregated exposure to all of the six factors rather than employ a mere heuristic, i.e. equal-weighted, combination of single-factor indices.
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- Americas
- Asia/Pacific
- EMEA
- Global
- 3D Printing
- Artificial Intelligence
- Benchmark
- Blue Chip
- Bond
- Calculation Products
- Centenary
- Christian
- Customised
- Demography
- Dividend
- ESG & Sustainability
- Factor & Strategy
- Factor ESG
- Hedged
- Industry
- Infrastructure
- Leveraged/Short
- Liability Driven Investments
- Low Carbon
- Megatrends
- Minimum Variance
- Multi-Asset
- Optimised
- Other Themes
- Real Estate
- Reference Rates
- Risk Based
- Sector
- Size
- Specialized
- Spot Rate
- Strategy
- Style
- Supersector
- Technology
- Theme
- Tomorrow Next Rate