Jul. 07,2020 |
STOXX Factor and STOXX ESG-X Factor Indices Q2 Spotlight – Mixed Performance, Strong Exposures and Rebounding Correlations
If the theme of the first quarter was the COVID 19-induced shock, then the second quarter’s theme was disjointedness. For factor indices, this led to mixed results. |
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May. 11,2020 |
Combining ESG Screens and Factor Tilts: A Study on Portfolio Returns
The new STOXX ESG-X Factor Indices add sustainability screens to the standard STOXX Factor Indices, without significantly altering the risk-return profile of the portfolios. |
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May. 06,2020 |
Introducing STOXX® Factor and ESG-X Factor Indices: Get More From Your Premia Exposures
In this paper, Qontigo’s Applied Research Team presents the recently launched STOXX Factor and ESG-X Factor Indices. |
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