Portfolio Construction

Italian risk premium continues to rise, as political uncertainty persists; Gilt yields and pound rise on higher inflation; Portfolio risk falls on lower equity volatility.

Country volatilities ease, despite surging pandemic; Asset correlations drop to 12-month low, driving down risk; Is the sector rotation over?

In a surprising turn of events, most equity markets finished 2020 with sizable gains—and the fourth quarter unquestionably did its part. Benchmark risk continued to slide in Q4—except for a blip in November—but still ended the year higher than where it started. Factor returns went wild in Q4 and many regions saw outsized returns for the year.

Risk appetites keep rising; Emerging markets industry risk at 12-month high; US market wobbles as risk remains relatively flat.

Italian risk premium rises after cabinet resignations; Dollar strengthens on safe-haven flows; Portfolio risk falls, as share prices and exchange rates decouple.

Qontigo announced today the appointment of Brian McArthur-Muscroft as Chief Financial Officer. McArthur-Muscroft was formerly CFO of Micro Focus International plc, the British multinational software and information technology company, where he also served as a member of the board of directors since 2018.

Treasury yields surge ahead of expected fiscal stimulus; Regional sovereign bonds diverge on inflation outlook; Increased diversification mutes portfolio risk.

US stocks continue to rally in 2021; Growth keeps outperforming; Brazil—one of the hardest hit emerging markets.

Predicted risk remains high across the board; UK Equities among the biggest losers of 2020; Developed and Emerging Markets risk finish the year at parity.

Sovereign yields rise as optimism increases; Pound surges on last-minute Brexit deal; Portfolio risk drops further, but remains above pre-crisis levels.

In the wake of failed last-minute talks between Britain and the European Union, both sides have now warned that a ‘no-deal’ Brexit is likely, despite a mutual commitment to continue negotiations. The pound is expected to take the brunt of any market reaction, but the impact on stock markets is less clear-cut. In this blog […]

Eurozone yields drop as ECB expands bond buying; Sterling slumps after last-minute Brexit talks fail; Portfolio risk drops on lower equity and FX volatility