Optimize investment impact with Qontigo’s innovative index, analytics and risk solutions

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At Qontigo, we partner with our clients to create solutions that empower investment intelligence to drive targeted sustainable returns.

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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Key indices

Current performance from featured STOXX and DAX indices

All indices

EURO STOXX 50

EURO STOXX 50 ESG

DAX

DAX 50 ESG

EURO STOXX 50

EURO STOXX 50 ESG

STOXX Global 1800 Ax Momentum

STOXX USA 500

STOXX USA 500 ESG-X

Updated upon page load and reflects the latest available data with a 15 minute delay.

Style factor performance

Track performance of top 3 and bottom 3 factors for the Axioma World Wide Model (AXWW4) over the past 3 months

More Data
Updated daily.

Events

In this webinar we will analyze recent market events through the lens of our fundamental factor risk models to identify key drivers of risk and return in global markets. Additionally, we will look at how investor sentiment has changed during this past quarter, where it is now, and how it is affecting portfolio construction for investors in light of the macroeconomic and geopolitical uncertainties. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.

In this webinar, we will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. We will also build hedged portfolios and assess performance attribution.

In this webinar we will review a flexible approach to measure the risk profile of a credit portfolio and understand the true sources of risk. We will perform robust scenario analysis to analyze how a credit portfolio is likely to perform relative to its performance benchmarks and key peers.

In this webinar we will examine an index replication use case and compare characteristics matching strategies versus risk model-based optimization strategies. We will also review the resulting tracking error and stress test the replicated portfolios.

October 19 – 20, 2022

INVESTOR SENTIMENT-A source of systematic return?

IS INVESTOR SENTIMENT A SOURCE OF SYSTEMATIC RETURN & CAN INVESTORS HARVEST IT?
Investor sentiment matters. Sentiment implies transience, but it is a mistake to conclude that because its influence on investor behaviour is transient it is also trivial.

October 6, 2022

With rates rising, inflation remaining stubbornly high, stocks backtracking and correlations rising, it has been a difficult quarter for managing portfolio risk. Please join us for our quarterly Insight webinar, in which we will discuss these issues and others, to shed some light on the environment of heightened volatility during the third quarter.

News & research

Benchmarks

Stocks extend rout in September as central banks tighten monetary policy further

The STOXX Global 1800 index dropped 9.3% in dollars last month, taking its retreat in 2022 to 25.5%. The Federal Reserve, European Central Bank and Bank of England increased the cost of borrowing in the month, with the first two hiking by a larger-than-average 75 basis points.

Portfolio Risk Management

US STOCKS-Wall Street futures climb 1% as Treasury yields retreat

“With earnings starting next week, it’s going to be quite interesting to see how much the inflation is really impacting profits,” said Melissa Brown, Global Head of Applied Research at Qontigo.

Benchmarks

Monthly Index News: September 2022

In September, stocks suffered the worst monthly selloff since March 2020, with the STOXX® Global 1800 index erasing all of its gains from the northern hemisphere’s summer, as central banks around the world pushed ahead with more interest-rate hikes.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended September 30, 2022

Recent market action has driven country risk higher; In the US, Financials and Energy both contribute less risk than their weight would suggest; UK risk rose, but underlying components do not reflect heightened concerns.

Portfolio Risk Management

Multi-Asset Class Risk Monitor Highlights | Week Ended September 30, 2022

Mixed BoE signals invert Gilt curve; Pound rebounds as UK rates outstrip US; Co-movement of bonds and currencies boosts portfolio risk.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of October 3, 2022

Investor sentiment ended last week negative in all markets we track, with investors in global developed markets, Asia ex-Japan and China remaining bearish. Sentiment in the US, developed Europe, and Japan, stopped short of becoming bearish but remains very negative.

Portfolio Risk Management

Qontigo Olivier d’Assier on Market Risks

Qontigo Head of APAC Applied Research Olivier d’Assier discusses key market risks and investors’ sentiment. He speaks to Haidi Stroud-Watts and David Ingles on “Bloomberg Daybreak: Asia”.

Portfolio Risk Management

Bloomberg Radio, Daybreak Asia: Olivier d’Assier on the Markets (Radio)

Olivier d’Assier, Head of APAC Applied Research at Qontigo, discusses the latest on the markets. He spoke with hosts Bryan Curtis and Juliette Saly on “Bloomberg Daybreak Asia.”

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.

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