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.


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.


Futures on iSTOXX? Europe Factor Indexes (factsheet)

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.


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

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


Market Status




Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java? version within the browser.

  • 越来越多人家中不装推拉门 现在流行这种采光好 ——凤凰网房产 2018-12-18
  • 南昌火车站区域将增设电子警察 2018-12-17
  • 地价10年暴涨4倍背后:供地减半 开发商拿地疯狂 ——凤凰网房产天津 2018-12-16
  • 思想与用词停留在三十年前。 2018-12-15
  • 法制日报:别让世界杯激情冲淡守法意识 2018-12-14
  • 候选案例:碧桂园沪苏一对一帮扶基金 2018-12-14
  • 昌赣高铁假期加紧施工 2018-12-13
  • 本网专稿--河北频道--人民网 2018-12-13
  • 21个月写了12封家书——左权:烽火里的家国情怀 2018-12-12
  • 为何限制次数?预期效果怎样?如何保障出行?——三问北京部分载客汽车管理新政策 2018-12-11
  • 电视剧《脱身》曝最新海报 2018-12-11
  • 北汽两年估值涨6倍 却难掩新能源汽车“拐杖”后遗症 2018-12-10
  • 不好意思了,忘记还有赌球一说。[哈哈] 2018-12-10
  • 最悲催的吃货:7年前花1万比特币买两个披萨现在值2亿 2018-12-09
  • 申长雨率团访问加拿大知识产权机构 2018-12-08
  • 770| 669| 493| 256| 676| 660| 446| 940| 192| 757|