News & Research

In the updated blog post, we answer some of the most frequently asked questions about cloud technology.

Strong earnings and central-bank support lift European stocks and bonds alike; Dollar continues to strengthen, as stock market posts record high; Portfolio risk surges amid stock-market turbulence.

While the US market has hit multiple record highs in 2021, investor sentiment thus far has been more negative than positive.

Spread between short-horizon statistical and fundamental forecasts widens in the US; Sector exposures to Momentum and Market Sensitivity have changed substantially this year; Market Sensitivity returns have reversed course.

Investors remain worried that the combination of inflationary pressures and COVID-19 variants will cancel the happy ending for the economy that markets have been hoping for.

The world’s share of responsibly managed assets continued to expand in the two years through 2019, according to one of the most comprehensive industry studies. US-based ESG assets jumped 42% during the period. In Europe, sustainable assets dropped amid higher standards of what constitutes an ESG investment.

Chris Huemmer, Northern Trust Asset Management’s Senior Investment Strategist, discusses his firm’s innovative ETFs tracking multi-factor, ESG and climate strategies, and the role of an index provider in wrapping up a holistic investment approach.

The best risk model is the one most closely aligned to your strategy. That’s why Qontigo offers you a range of Equity Factor Risk Models connected as a single linked risk model.

The best risk model is the one most closely aligned to your strategy. In some cases, using a single integrated regional model may help you achieve better results. We offer a range of Equity Factor Risk Models – US, Developed Markets ex-US, and Emerging Markets – connected as a Linked Model for more flexible and tailored risk forecasting and attribution.

Sovereign yields continue to fall spurred by safe-haven buying and central banks; Gilt curve pivots, as inflation worries battle with economic-growth concerns; Flight to quality reduces portfolio risk.

Spread between short-horizon statistical and fundamental forecasts widens in the US; Sector exposures to Momentum and Market Sensitivity have changed substantially this year; Market Sensitivity returns have reversed course.

Investor sentiment declined from recent highs in all major regions last week, with investors in Developed Europe curbing the recent surge in enthusiasm and rejoining others in the ambivalence of neutral zone.