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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.
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EURO STOXX 50
EURO STOXX 50 ESG
STOXX Global 1800 Ax Momentum
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This webinar is geared to help portfolio managers, risk managers, asset owners and others start to prepare for upcoming year-end portfolio reviews by providing an analysis of the risk environment and its effects that drove portfolio and benchmark performance during the year. We hope you will join us.
In this webinar we will take a look back at how the events of 2022 have shaped markets and defined the risk landscape that investors have had to navigate. We will look forward and project into 2023 what are the key risk events for investors to keep an eye on and how those events can be managed from a risk point of view.
This webinar will address the challenges and opportunities for equity investors from a world moving to net-zero targets, and discuss the design of an index solution based on innovative and transparent transition data.
In this webinar, FlexTrade and Qontigo to learn how the Axioma Equity Factor Risk Model integration framework puts real-time factor analytics at portfolio managers and traders’ fingertips, enabling a streamlined workflow for instantaneous analysis and modeling within the FlexONE OEMS.
This webinar will address the outlook for the strategies amid the volatility we’ve seen in 2022 and explore the reasons why many thematic funds have continued to attract inflows despite the current market conditions.
Charles River’s Shashi Mahadik and Chiara de Biase will be joined by Qontigo’s Pam Vance for our next Explore & Learn webinar where they’ll discuss and demonstrate Qontigo’s Axioma Portfolio Optimizer in Charles River IMS.
News & research
DAX’s two-year methodology overhaul cements German benchmark’s standing with investors, issuers
Qontigo has been busy in the past two years enhancing the DAX rulebook, to bolster the quality of constituent companies, bring selection criteria in line with international standards and improve representativeness of the underlying markets. Serkan Batir, Qontigo’s Managing Director for Indices, says the overhaul helps ensure the benchmark is fit for purpose in an evolving financial landscape.
EMERGING MARKETS-Stocks extend losses on China worries; Hungary c.bank eyed
“Supply chain disruptions from lockdowns (in China) would not only hurt Chinese manufacturers but regional ones as well… The absence of positive news means investors will stay away instead of participating in bargain-hunting,” said Olivier d’Assier, Head of Applied Research, APAC at Qontigo.
Equity Risk Monitor Highlights | Week Ended November 18, 2022
Market returns mixed as dispersion trends reverse; Momentum leads, High Vol lags.
Multi-Asset Class Risk Monitor Highlights | Week Ended November 18, 2022
US curve inversion intensifies after hawkish Fed comments; UK tax rises and spending cuts prop up Gilts and pound; Higher equity and FX volatilities boost portfolio risk.
China’s PSBC launches first ESG wealth product with STOXX index-linked investment vehicle
The first collaboration between Postal Savings Bank of China and Qontigo will allow the lender’s clients to access a portfolio of large Chinese equities chosen for their sustainability scores and optimized to limit deviations from the benchmark in terms of risk and industry allocation.
Qontigo ROOF™ Score Highlights: Week of November 21, 2022
Investor sentiment ended little changed from the previous week, signalling a pause in the recent recovery from a bearish sentiment in October.
Olivier d’Assier on the Markets (Radio)
Olivier d’Assier, Head of Applied Research, APAC, Qontigo, discusses the latest on the markets. He spoke with host Paul Allen on “Bloomberg Daybreak Asia.”
Bloomberg Market’s The Close (11/17/2022)
Melissa Brown, Global Head of Applied Research shared her take on investor sentiment and what’s causing low trading volume on Bloomberg TV.
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