Index provider Stoxx and sustainability-focused asset manager Osmosis announced on October 13 the launch of the iSTOXX Osmosis Multi Factor Transition Indices, a suite of 48 indices. The suite spans single-factor, multi-factor and sustainability-integrated indices built on STOXX Investable Market Indices and is aimed at institutional investors.
The companies said sustainability considerations are integrated directly into portfolio construction rather than applied as an additional screen or overlay. They also said the framework reworks conventional factor definitions: Value incorporates research and development and intangible investment, Quality centers on durable profitability and the quality of earnings, Momentum is assessed on a risk-managed basis, and Low Volatility targets downside risk.
Osmosis's quantitative investment team developed the framework, which the announcement says was expanded last year under chief investment officer Dr Fadi Zaher.
| Party | Role | Detail |
|---|---|---|
| Stoxx | Index provider | Publishes the iSTOXX framework and STOXX Investable Market Indices |
| Osmosis | Asset manager | Supplies sustainability-integrated factor research |
| iSTOXX Osmosis Multi Factor Transition Indices | Product | 48 single-factor, multi-factor and sustainability-integrated indices |
Reported by the Products desk from ESG Today. Published . Corrections