The Lyxor J.P. Morgan Multi-Factor Europe Index UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index J.P. Morgan equity Risk Premia – Europe MULTI FACTOR Long Only Index. The J.P. Morgan equity Risk Premia – Europe MULTI FACTOR Long Only Index denominated in EUR, aims to represent the performance of a basket of stocks made from stocks comprising the 5 European risk factor indices (value, low size, momentum, low beta and quality) (the ERPF indices). Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.