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Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices.
We partner with our clients to help them realize new investment strategies that push the boundaries for generating alpha in today’s changing investment landscape.
Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return.
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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
Join the Qontigo Applied Research team as we review the key drivers of risk in the previous quarter and draw insights into what might be in store for investors in the next quarter. We will decompose market risk for equities, fixed income, and multi-asset class markets using Qontigo’s fundamental multi-factor risk models, and take a look at how they have shaped investor sentiment in the previous three months. Our goal will be to identify which risks paid-off, which ones didn’t and if investors are changing their minds about what has been working for them in the recent past versus what they believe will work for them in the near future.
Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.
June 16, 2021 – 9:00 (BST) | 10:00 (CET)
Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “The next chapter of the Sustainable Finance Disclosures Regulation (SFDR) story…key outcomes for investment”
HEDGEWORK Webinar – Identifying Portfolio’s Exposures To Macroeconomic Risks With Macro Projection Models
The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.
Volatility has calmed considerably, compared with a year—and even six months—ago. Predicted market, currency, country, industry, and factor risks are almost all at the low ends of their 12-month ranges. In addition, many factors are behaving “as expected”, after having defied long-term expectations for a year or more. In this webinar, we delve into the current state of risk—as we attempt to determine if the “new normal” is, in fact, the “old normal”.
With rising inflation concerns and the future of long-term interest rates top of mind for investors, the macroeconomy has been dominating financial headlines. Fundamental managers may be feeling these meaningful market shifts in their portfolios, but still may find it challenging to translate these macroeconomic factors to quantifiable – and actionable – insights… until now!
News & research
The Economy Is Stressed Enough, but Don’t Let it Stress Out Your Portfolio!
In this article we examine stress-test results to determine the ex-ante performance impact of the variables in the Axioma Worldwide Macroeconomic Projection Equity Factor Risk Model (Macro Model).
Three Different Flavors for a Sustainable US Equity Portfolio
The latest Qontigo whitepaper analyzes the risk, return and impact profile of three ESG indices tracking the STOXX® USA 500 benchmark: the STOXX® USA 500 ESG Broad Market, STOXX® USA 500 ESG Target and STOXX® USA 500 ESG Target TE. The study reveals that while performance and risk across the three ESG variants are similar to those of the parent benchmark, differences exist in the active risk and constitution of the portfolios.
Three Different Flavors of Sustainable Investing in the US
In this paper we attempt to answer the following questions: in which region can you make the most impact, and how much active risk is required to achieve your climate goals?
AustralianSuper: SDI AOP Data Supplements Traditional ESG Analytics
As part of our continuing series on highlighting the real-world use cases of the Sustainable Development Investment Asset Owner Platform (SDI AOP) data, we spoke to AustralianSuper’s Andrew Gray, Director ESG and Stewardship. Andrew shares his insights on the value the SDI AOP data is providing to his organization.
Multi-Asset Class Risk Monitor | Week Ended June 18, 2021
Bond yields end the week higher on continued inflation fears; Yield curves continue to flatten after an initial steepening on inflation fears; Lower equity volatility and correlation with bonds increases diversification.
Qontigo Submits a Letter to the SEC in Response to the “Request for Public Comments on Climate Change Disclosures”
The Securities and Exchange Commission recently issued a request for public comments on climate change disclosures. Qontigo submitted a comment letter calling for mandatory and consistent climate disclosure across markets, sectors, asset categories, issuers, and economic activities.
Equity Risk Monitor Highlights | Week Ended June 17, 2021
US market falters on Fed’s signals, as risk continues to fall; UK and Australia short-horizon risk at pre-pandemic levels; High volatility stocks stage a comeback in global markets.
Q&A: Leverage Shares’ Kavrak on Single-Stock Short and Leveraged ETPs
As a new batch of ETPs tracking STOXX single-stock short and leveraged indices is listed on the London Stock Exchange and Euronext, we talk to Oktay Kavrak from issuer Leverage Shares to find out how the products work and how investors are using them.
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