Qontigo is an investment intelligence driver, OPTIMIZING IMPACTTM with our client partners.

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.

 

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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 every 15 minutes during market hours.

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

May 12, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)

A rise in inflation expectations above the Federal Reserve’s 2% target in the first quarter of 2021 triggered a sudden surge in long-term Treasury yields, which had been trading in relatively narrow ranges for most of 2020. It also led equity investors to re-evaluate their interest rate expectations, resulting in (temporary) halt of the spectacular stock market recovery. The dollar also began to strengthen once more on the prospect of higher rates and a widening economic growth differential with the rest of the world. Join Christoph Schon in this webinar to hear how these changes in cross-asset interactions affected the risk of global multi-asset class portfolios.

May 19, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)

Foreign exchange rates can be very volatile, and investors looking to bet on markets outside their own base currency need to decide whether to embrace or mitigate the additional risk. Depending on the correlations with other asset classes, FX rate fluctuations can either amplify, dampen, or potentially even reverse local-market returns. Using FX forwards or options can eliminate part of the uncertainty, but they can also limit the potential upside from a foreign currency appreciation perspective.

April 20, 2021 – 10:40 (BST) | 11:40 (CET)

Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “Will Intelligent ESG and sustainable investing become the new norm and could the pandemic be a turning point?”

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.

After a tumultuous 2020, one might have hoped that the volatility rollercoaster would have ended, or at least slowed down. Instead, the ride has continued into the first quarter of 2021, with substantial sector and style reversals connected to expectations for higher interest rates and inflation, views that we have not seen in quite some time. In this webinar, we will discuss market volatility and its drivers, drill down into factor performance and analyze other aspects of the market environment through a risk-focused lens.

March 17, 2021    3:00 p.m. (GMT) | 11:00 a.m. (ET)

Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.

In this webinar, David Antonio will present a top 10 rundown of these challenges and the solutions designed to address them, including outlier detection and removal, technology used for speed, and how to fit a curve with just one bond.

News & research

Factor Investing

Four Reasons why Value Investing works in Fixed Income

Much has been written about the spectacular comeback of Value stocks. But has this also been reflected in the credit market? The steep rise of the Value factor from the Axioma Factor-based Fixed Income Risk Model over the past 14 months seems to suggest that the answer is yes.

Portfolio Risk Management

Multi-Asset Class Risk Monitor Highlights | Week Ended April 16, 2021

US Treasury yields plummet, despite rising share prices and stronger inflation; Eurozone yields lifted by new supply; Portfolio risk increases, as stocks and bonds ascend in tandem.

Portfolio Risk Management

In the (Almost) Post-Pandemic World, Who Gives a FAANG?

The FAANGs (Facebook, Amazon, Apple, Netflix, and Google) were the market darlings of the COVID-19 Pandemic, attaining almost cult-like status with investors in 2020. Only Microsoft and Tesla came close to winning such adulation.

Portfolio Risk Management

After years of dateless Saturday nights, Value finally goes to the prom. But will it become Prom King?

After experiencing a period of steadily rising returns from 1982 through 2006, investing in “cheap” stocks has been out of favor since 2007. Granted, a few good quarters for the Value factor have popped up every now and again, but so have strings of poor performance, yielding a return of roughly 0% over the 13-year period ended September 2020.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended April 15, 2021

Upswing in Energy, Financials, Real Estate and Utilities strengthens Value and Dividend Yield; Correlations tank in both global and emerging markets; Chinese stocks buck the global trend, continuing to fall.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of April 19, 2021

US investor sentiment recovery stalls midway into the Neutral zone. European investor sentiment makes an attempt at regaining the bullish zone. Global and Asia ex-Japan investor sentiment recovery suffers from lack of confidence.

Portfolio Risk Management

Qontigo Insight Q1 2021 Risk Review: Internal Rotation While Markets Maintained a Steady Upward Path and Risks Diverged

In Q1, most markets continued to build on the gains achieved in 2020, while risk changes were mixed across regions.

Benchmarks

Eurex to Introduce Micro Futures on EURO STOXX 50 and DAX Indices

The new listings respond to a global demand trend: smaller contract values offer a larger number of investors efficient access to the liquid derivatives market and enable more accurate hedging and trading strategies.

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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