Most Recent News & Research
Analytics | ESG and Climate
Partnerships for the Goals: The SDI Asset Owner Platform makes it easier to invest in the SDGs
“The SDI AOP is a huge step forward by creating a set of easy-to-use and cost- efficient data – as opposed to a piece of required software – that can be incorporated into existing tools for investment decisions and reporting,” explains Ian Webster, Senior Managing Director at Qontigo.
Index | ESG and Climate
More Funds’ Levy: Israel’s First Low Carbon ETF Offers Exposure to Europe and Climate Champions
Eli levy, co-chief executive officer of More Investment House, talks to us about a new ETF tracking the STOXX Europe 600 Low Carbon Index.
Index | ESG and Climate
First STOXX Europe 600 Low Carbon Index licensed to More Mutual Funds Management Ltd in Israel
Qontigo has licensed the first STOXX Europe 600 Low Carbon Index to the Israel based More Mutual Funds Management to underlie an ETF, launched today on the Tel Aviv Stock Exchange.
Analytics | Portfolio Construction
Multi-Asset Class Risk Monitor Highlights | Week Ended October 16, 2020
European yields drop, as new infections accelerate; Gilt curve flattens over Brexit and negative rate concerns; Portfolio risk changes little, as less negative correlation offsets lower equity volatility.
US market rises slightly, as risk inches up; Relative riskiness of US Small Caps declines; Industry risk slides in China.
Stimulus or lockdowns? US and European yields diverge accordingly; Dollar falls as risk appetites rise; Portfolio risk falls despite higher equity volatility.
Stock correlations drive uptick in US risk; Growth takes off worldwide; Airlines still among riskiest global industries.
Index | ESG and Climate
Eurex to List Next Generation of ESG Derivatives Based on EURO STOXX 50, DAX Indices
Futures and options are the first-ever listed derivatives with a combined strategy of ESG exclusionary screens and ESG integration.
New ESG futures and options on DAX 50 ESG and EURO STOXX 50 ESG Indexes A step forward from ESG screening to an integration methodology FRANKFURT, October 7, 2020 – The international derivatives exchange Eurex is supporting the strong global trend towards responsible investing by expanding its ESG segment. With futures and options on the […]
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended October 2, 2020
UK curve steepens, as BoE mulls negative rates; Dollar drops and share prices recover—again; Portfolio risk falls on weaker equity/oil interaction UK curve steepens, as BoE mulls negative rates The monetary policy-sensitive 2-year Gilt yield climbed to its least negative level in more than a month in the week ending October 2, 2020, as mixed […]
US Energy the only loser in Q3; Value continues to underperform; Emerging and Developed Market risk at parity.
A sell-off in this year’s best-performing shares pulls the STOXX® Global 1800 Index down 3.2% in month.
