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Fixed income markets started the new year with a sharp upsurge in yields, as traders took up their rate-hike expectations another notch, sending stocks and bonds into a simultaneous tailspin. At the same time, long-term inflation expectations remained surprisingly stable, despite consumer prices in Europe and the US growing at their fastest rates in almost three or four decades, respectively. With tighter monetary-policy conditions now firmly priced, the risk has shifted toward central banks not delivering what is expected.
Join Christoph Schon in this webinar to hear how all this affects the risk of global multi-asset class portfolios.
In this webinar you learn which key risk management trends the industry can expect to see over the next 12 months and how firms can adapt to these developments.
Join our full-year and fourth-quarter risk review of equity markets in 2021, where we will highlight the (literal) ups and downs of volatility during the year. We will examine the levels of and drivers of change in benchmark risk from the perspective of our fundamental and macroeconomic risk models. We will also discuss factor returns and the impact constraints may have had on the ability of managers to achieve those returns, as well as other drivers of investment opportunity, such as asset dispersion.
The UN Sustainable Development Goals (SDGs): What are they – and aside from reporting and regulation, how do you integrate SDGs into asset allocation and portfolio construction?
Join analytics and index provider Qontigo and APG on behalf of the Sustainable Development Investments Platform (SDI AOP) for this webinar, where we will cover topics including:
- Where SDGs fit in the landscape of responsible investing
- The importance of SDGs in portfolio construction
- Building customized indices integrating ESG criteria with risk budget and performance-related objectives
- Real life applications of the SDI AOP data
Skyrocketing consumer prices around the world are once again turning the correlation of stock and bond returns positive, severely limiting diversification opportunities for multi-asset class investors. The accompanying surge in interest rates sent shockwaves through government and investment-grade bond markets, as traders brought forward their expectations of central-bank rate hikes. Index-linked government securities were hit especially hard and are now as risky as equities. High-yield bonds, in contrast, benefitted from tighter credit spreads, as stock markets continued their ascent. Commodity currencies also stand to profit from the underlying rise in costs for energy and raw materials.
Join us in this webinar to hear more about the biggest risks and opportunities in multi-asset class investing in the coming year.
2021 has been a year of strong markets and declining risk, lower asset volatility and declining correlations, as stocks tended to move more on their individual characteristics rather than because of broad ties to market movements. Style factor returns were much closer to expectations as compared with 2020, while macroeconomic factors played an important role in investor behavior. In this webinar we will review the risk environment in 2021 from a number of vantage points, and hope to help managers and asset owners prepare for their year-end conversations.
News & research
Bloomberg Daybreak Asia Podcast – Olivier d’Assier on the Markets (Jan 14, 2022)
Olivier d’Assier, Head of APAC Applied Research at Qontigo, discusses the latest on the markets on Bloomberg Daybreak Asia.
Qontigo Insight Q4 2021 Quarterly Risk Highlights: High returns, continued risk decoupling and factors behaving as expected
Last quarter we discussed how markets seem to have decoupled. That has continued in Q4 as risk rose in the US (now among the riskiest markets but just around its long-term median) but was flat or fell in others.
Kiwoom AM lists South Korea’s first DAX ETF
The exchange-traded fund started trading on the Korean Stock Exchange on December 22 and provides domestic investors direct exposure to Europe’s biggest economy and a means of geographic and industry diversification.
Bloomberg Markets: The Close (1/11/2022)
Melissa Brown appeared on Bloomberg News “The Close” to weigh in on market positioning for 2022, expectations for corporate earnings and the CPI report.
Qontigo extends sustainability offering to portfolio construction and analytics tools
Qontigo has made available ISS ESG, Clarity AI and Sustainalytics data within its financial optimizer, Axioma Portfolio Optimizer (APO). Sustainalytics will also be integrated into Axioma Portfolio Analytics (APA) for performance attribution and reporting as well as Axioma Risk Model Machine (RMM), which allows users to create custom risk models.
Multi-Asset Class Risk Monitor Highlights | Week Ended January 7, 2022
Yields surge as traders bump up rate-hike expectations; German inflation hits 29-year high, but long-term expectations remain stable; Renewed co-movement of stocks and bonds offsets lower equity volatility.
2021: A case study for the value of harnessing investor sentiment
Investor sentiment in 2021 can be summed-up in one word: “concerned”. Generally speaking, investors know there are only a handful of events that can spark a turning point in a market cycle — and in 2021 most expected tapering to be one of them.
An ‘impossible product’? Comparing Europe’s dissonant ESG fund labels
Fund issuers seeking to design sustainable-investment products to be distributed across European markets face an uphill struggle because of widely diverging national and regional frameworks. A new Qontigo whitepaper highlights the intricacy of Europe’s ESG labeling landscape and provides some recommendations that may help overcome its pitfalls.
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