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

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.

February 17, 2021    4:00 p.m. (GMT) | 11:00 a.m. (ET)

Sector-allocation decisions form an integral part of many equity and fixed income investment processes, but their significance is very different in both asset classes. While the divergences in regional stock-market returns in 2020 were largely due to the different sector makeups of the respective benchmark indices, the corresponding credit-market performances were much more consistent across the globe.

February 11, 2021 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

The extraordinary market movements of 2020 had a considerable impact on the correlations between major asset classes. Some long-established interactions decoupled or even (temporarily) reversed, while others remained remarkably stable and sometimes intensified as the crisis unfolded. In this webinar, Christoph Schon will take a closer look at these relationships and examine how they affected the risk of a global multi-asset class portfolio. He will also explore potential implications for hedging and diversification strategies in the year ahead.

February 18, 2021 – 10:00 a.m. (HKT)

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.

This webinar will focus on how investors can handle – and build on – this momentum to enhance their strategies and further help combat climate change in 2021.

January 20, 2021 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

Style-factor risk premia have been well-documented (and harvested) in the equity world for decades, but they have proven a lot more elusive for bonds. In this webinar, Christoph Schon will demonstrate how a robust, issuer credit curve-based framework can be used to identify style factors – such as (low) beta, value, and momentum –all of which carry discernible premia. He will examine each factor in detail and provide an intuitive explanation behind their respective performances.

News & research

Benchmarks

Siemens Energy to Join DAX, Replace Beiersdorf

The former Siemens unit will take the slot of the 139-year-old personal-care company in the German blue-chip benchmark. The index is this month undergoing changes to its methodology.

Benchmarks

Extraordinary free float adjustment in MDAX and TecDAX

Qontigo’s global index provider STOXX Ltd. announced an unscheduled change to the MDAX and TecDAX indices.

ESG and Climate

EURO iSTOXX Ambition Climat PAB Wins Index of the Year Award from SRP

The index, designed in partnership with Amundi and ISS ESG to align a portfolio with the Paris Agreement’s global temperature targets, is recognized for its innovative approach.

ESG and Climate

SRP Europe Awards 2021: Euro iSTOXX Ambition Climat PAB Index named Index of the Year

Zug (March 4, 2021) – Qontigo’s index provider STOXX received an Index of the Year award from Structured Retail Products (SRP). The award honors the Euro iSTOXX Ambition Climat PAB Index. This index was developed last summer in partnership with Amundi, who uses it as a benchmark for a major mandate. “The launch of our […]

Portfolio Risk Management

Risk Webinar: New SEC Derivatives Rule ‘Is Sea Change and Opportunity’

Rule 18f-4 is likely the most significant change ever to the way the SEC regulates funds’ use of derivatives, and will have a large impact on how registered companies will need to manage their derivatives risk. We hosted a Risk.net webinar with Dechert LLP and Wellington Management to discuss what this important legislation entails, how firms are preparing for it and what risk measurements are required. The main message? Companies need to focus on this now to make the Aug. 19, 2022 deadline.

Benchmarks

New in DAX: Siemens Energy AG

Qontigo’s global index provider STOXX Ltd. announced changes to the DAX index family, which will become effective on 22 March 2021.

Portfolio Risk Management

Inflation. Commodities. Term Spreads: New Macro Model Highlights Their Return Contribution

The macroeconomy has dominated financial news in recent weeks, driven in no small part by the specter of rising inflation. In a fortunate coincidence, Qontigo has just released the new Axioma Macroeconomic Projection Equity Factor Risk Model (WWMP4).

Portfolio Risk Management

When ‘good’ inflation becomes ‘bad’ inflation – 2018 reloaded?

Recent market movements bring back memories of a similar series of events almost exactly three years ago: a sudden drop in share prices, a sharp rise in Treasury yields and a strengthening dollar—all of it blamed on inflation.

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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