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With our award-winning STOXX and DAX indices and institutionally-proven Axioma analytics, we deliver sophisticated solutions at scale backed by modern technology, open architecture and unparalleled client focus.
EURO STOXX 50
EURO STOXX 50 ESG
DAX 50 ESG
EURO STOXX 50
EURO STOXX 50 ESG
STOXX Global 1800 Ax Momentum
STOXX USA 500
STOXX USA 500 ESG-X
June 16, 2022
Ian Lumb will discuss in a panel about: The intersection of cloud and scalability – Demonstrating a tangible ROI for your cloud journey.
July 7, 2022
Continuing the trend that started last fall, as markets fell, risk rose steadily in Q2 across many countries and regions. Most components of expected volatility contributed to the increase, and investors making style, country, currency, or industry tilts may have seen substantial changes in their active risk. Of course, the changing macroeconomic outlook also had an impact.
May 25-26, 2022
Qontigo are proud sponsors of this years Global EQD event. The intensive two-day event featured leading institutional investors, consultants and portfolio managers speaking across global macro and quantitative themes.
May 31- June 3, 2022
Direct Indexing has exploded in popularity and more financial advisors are incorporating it into client portfolios than ever before. Increased adoption, advances in technology and appreciation for the tax benefits of Direct Indexing will likely continue to accelerate its rapid growth. How will this impact the advisors’ perception and use of ETFs going forward? Our expert panelists discussed the pros and cons of each when constructing portfolios for your clients and gave in-depth analysis on their most appropriate applications.
Join the Qontigo Applied Research Team for a review of Q2 2022 and an analysis of the key drivers of market volatility during that period. In this webinar, we will decompose the sources of risk that affected markets in the previous quarter to uncover insights on their impact on portfolios and discuss ways investors can use this information in their investment process. We will also use Qontigo’s ROOF Scores to provide an update on the state of investor sentiment going into the next quarter and assess the likelihood of near-term market movements.
May 18, 2022 | 10am U.S. EDT / 3pm U.K. BST
The ability to analyze risk and performance across a broad portfolio of equities, fixed income, FX and commodities is critical for firms managing complex multi-asset class (MAC) investment products.
News & research
A thesis redux: The equity market downturn probably has more to go if history is any guide
Historically, bear markets have been rare. Since 1982 there have been five drawdowns of 20% or more (the ‘official’ bear market definition), including the current one, with a cycle of seven to 13 years in between each one. The present case is unusual, as it has only been two years since the last one.
WTW: Why it is key to manage a portfolio’s climate-transition risk beyond carbon emissions
At the recent Qontigo Investment Intelligence Summit, WTW’s climate experts discussed how investors can better grasp a company’s climate-transition risk by looking forward to the future impact on its cash flows, rather than backwards at its carbon footprint.
How moves in bond yield curves affect the International Real Estate Index
A new Qontigo white paper analyzes the effect of changes in term spreads, or the difference between long- and short-term sovereign bond yields, on the performance of the iSTOXX Developed and Emerging Markets ex USA PK VN index. The findings show a rise in term spreads has, overall, helped returns for the global real estate index since 2019, but the relationship varies depending on regional exposure and period.
Term spread effects on the International Real Estate Index
Term spreads have risen in multiple regions around the globe, as long-term sovereign yields soared amid rising (expected and actual) inflation but central banks took longer to raise short-term interest rates. The impact of this on international real estate has mostly been positive over the past two-and-a-half years.
Multi-Asset Class Risk Monitor Highlights | Week Ended June 24, 2022
Fed recession warning weighs on bond yields; Dollar stalls over lower interest-rate and economic growth expectations; Lower equity volatility partly reverses spike in portfolio risk.
Equity Risk Monitor Highlights | Week Ended 23 June 2022
Global Value’s winning streak rolls on; Asset diversification continues to plunge; Investors flock to US dollar’s safety.
Qontigo ROOF™ Score Highlights: Week of June 27, 2022
Sentiment declined sharply last week, becoming negative in Asia ex-Japan, Japan and developed Europe, with the latter ending bearish for the first time since early April. We continue to see a divergence of sentiment between developed- and emerging-market investors, with the former remaining bearish and the latter increasingly bullish.
First thematic futures at Eurex launch new avenue for booming investment segment
Eurex has listed futures on three STOXX thematic indices that have a technology focus: breakthrough healthcare, digitalization and digital security. The centrally cleared derivatives complement a growing thematics ecosystem that includes ETFs, helping investors better manage portfolios.
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