Amundi ETF continues to innovate with the launch of the first European Equity Multi Factor Market Neutral ETF. Available on Euronext Paris, it will also be listed on the main European stock exchanges in the coming weeks.
This new UCITS European Equity Multi-Factor Market Neutral ETF means investors can now capture the long-term potential of factor risk premia without being exposed to the direction of European equity markets.
The underlying index, the iSTOXX Europe Multi-Factor Market Neutral strategy index  is based on:
- a “long” exposure into the iSTOXX Europe Multi Factor strategy index (Net Return), made of 6 factors (carry, low risk, momentum, size, value and quality)
- a “short” position against the STOXX Europe 600 Futures Roll EUR Excess Return index to achieve the market neutral stance.
Fannie Wurtz, Managing Director at Amundi ETF, Indexing & Smart Beta, said: “In today’s low yield environment, investors are on the lookout for new ways to generate return and diversify their portfolios. We’re proud to be the first in Europe to offer a cost-efficient all-in-one European Equity Multi Factor Market Neutral UCITS ETF with 0.55% on-going charges.This new ETF shows our ongoing determination to give investors transparent and effective investment solutions.”
 At launch date
For further information on the index methodology please refer to https://www.stoxx.com/indices, where more information on the factor definition is also available (Carry: level and sustainability of shareholders’ payout / Low risk: low volatility / Momentum: strong recent performance / Size: low market capitalization / Value: stocks that trade for less than their intrinsic values / Quality: stocks with solid financial background)
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Information reputed exact as of November 2017.
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Index disclaimer: The iSTOXX Europe Multi-Factor Market Neutral index is the intellectual property (including registered trademarks) of STOXX Limited, Zurich, Switzerland and/or its licensors (“Licensors”), which is used under license. The securities based on the Index are in no way sponsored, endorsed, sold or promoted by STOXX and its Licensors and neither of the Licensors shall have any liability with respect thereto.
Amundi is Europe’s largest asset manager by assets under management and ranks in the top 10 globally. Having been a pioneer of the European ETF market, Amundi ranks among the top five European ETF providers, with more than €34.5bn in assets under management. Amundi ETF offers investors a broad range of more than 100 ETFs characterised by:
- continuous innovation
- competitive prices
Dedicated teams are located in eleven European countries and rely on a wide network of “Authorised Participants” (more than 65 market makers).
 Source IPE Top 400 Asset Managers published in June 2017 and based on AUM as of end December 2016.
 Source: Deutsche Bank ETF Monthly Europe, as of September 2017
 Source: Amundi ETF/Bloomberg 30 September 2017.
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Amundi, the leading European asset manager, ranking among the top 10 global players, offers its 100 million clients - retail, institutional and corporate - a complete range of savings and investment solutions in active and passive management, in traditional or real assets.
With its six international investment hubs, financial and extra-financial research capabilities and long-standing commitment to responsible investment, Amundi is a key player in the asset management landscape.
Amundi clients benefit from the expertise and advice of 5,400 employees in 35 countries. A subsidiary of the Crédit Agricole group and listed on the stock exchange, Amundi currently manages more than €1.9 trillion of assets.
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- Source: IPE “Top 500 Asset Managers” published in June 2022, based on assets under management as at 31/12/2021
- Boston, Dublin, London, Milan, Paris and Tokyo
- Amundi data including Lyxor as at 30/06/2022