Qontigo Combines Index and Analytics Expertise in STOXX Factor Indices

Qontigo Expands Factor-Based Index Suite To Include Sustainable Indices

Qontigo has launched the STOXX Factor Index suite, bringing together the powerful indexing and analytics capabilities of Qontigo. The new STOXX Factor Index suite delivers more clarity to the market for factor investors by relying on the institutionally tested analytics of Axioma Factor Risk Models.

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Driven by market demand for accurate insight into factor exposures, the STOXX Factor Index suite uses Axioma Factor Risk Models to provide control over unintended factor exposures and to verify performance drivers. The index methodology also ensures strong tradability by limiting exposures to less liquid names and controlling the number of index constituents and weights.

“The launch of the STOXX Factor Index Suite truly brings together the analytic and indexing expertise of Qontigo in a clear demonstration of the value of this powerful combination,” said Holger Wohlenberg, Chief Business Officer of Qontigo. “With commercially accepted factor definitions contributed by Axioma models, clear index construction rules, and advanced portfolio construction techniques, our factor index suite sets a new, high quality industry benchmark in this growing market segment.”

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The suite provides a modern, comprehensive toolkit of indices for benchmarking and investors. It is comprised of five single factors – Value, Momentum, Size, Low Risk, Quality – and a multifactor index that delivers a diversified exposure to all fixed single factors. Regions covered include Global, US, Europe, Asia Pacific and Global ex-US.

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