Your view, uncompromised.
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.
Key indices
Current performance from featured STOXX and DAX indices
Style factor performance
Track performance of top 3 and bottom 3 factors for the Axioma World Wide Model (AXWW4) over the past 3 months
News & Research
US Investors Slip into the Discomfort of the Neutral Zone
Sector ROOF scores in the US show that sentiment has been neutral for two weeks, after an unusually long bullish period. However, investors may return to their bullish outlook driven by fiscal stimulus and continued (seemingly indefinite) Fed action.
Multi-Asset Class Risk Monitor Highlights | Week Ended September 25, 2020
Credit risk premia rise, as share prices continue to sink; Dollar appreciates as Europe frets; Portfolio risk surges, as FX/equity correlation intensifies.
Qontigo’s Bocquet: ‘Vital for Investors to Quantify Environmental Risks’
Qontigo’s new Global Head of ESG participated at a panel organized by Climate Action last week, entitled ‘Going beyond climate: managing environment risks.’
Equity Risk Monitor Highlights | Week Ended September 24, 2020
September losses leave the US market relatively flat for the year; Short-term correlations spike in the US; US Momentum ticks up, as its volatility remains high.
Qontigo ROOF™ Score Highlights: Week of September 28, 2020
Sentiment has now receded to the neutral zone for the US, Global Developed, UK, and Developed European markets according to at least one of our ROOF variants in each case, and for both variants in some (US in particular).
STOXX Global ESG Leaders Index: Methodology and Composition
A new whitepaper examines the methodology behind the benchmark of ESG corporate leaders and analyzes its composition following the latest annual review.
Multi-Asset Class Risk Monitor Highlights | Week Ended September 18, 2020
Sovereign yields diverge across the Atlantic; Yen surges on safe-haven buying; Portfolio risk rises for the second week in a row.
STOXX® Global ESG Leaders 2020 Annual Index Review Analysis
In this note, we take a look at the methodology behind the index, explore how its composition has changed over time and assess the impact of the 2020 annual index review.
Analytics
Axioma is the most sophisticated suite of quantitative risk analytics and portfolio-construction tools available.
We partner with clients to create solutions that adapt to their unique needs, powered by best-of-breed APIs and cloud-native technology.
Index
Our STOXX and DAX indices stand for quality, transparency and customization.
We have earned our reputation as the leading provider of European tradable indices thanks to an unsurpassed technology foundation.
