News & Research

Qontigo has licensed the DAX® 50 ESG Index to Württembergische Lebensversicherung as a benchmark for an actively managed fund.

Investors can now gain exposure to the German ESG benchmark through a mutual fund, an exchange-traded fund and investment certificates.

Style-factor risk premia have been well-documented (and harvested) in the equity world for decades but have proven far more elusive for bonds. The new Axioma Factor-based Fixed Income Model (FFIM) demonstrates that style factors not only do exist in credit, but that they also carry discernible risk premia, which, in turn, can be utilized for systematic, smart-beta investing.

“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.

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.

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.

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.

Olivier d’Assier discusses modeling the possible outcomes of the election and the potential ramifications of the Biden tax plan on Big Tech. See all the posts from this series: Stress Testing the US Presidential Election: A framework for quantifying market reaction to an unpredictable outcome Presidential Election Stress Test Part II: Biden’s Tax Plan Could […]

In this post, we focus on the Health Care sector. A Trump/Republican win would likely put Obamacare in jeopardy—and that could have a large impact on the earnings of companies in that sector.

US market rises slightly, as risk inches up; Relative riskiness of US Small Caps declines; Industry risk slides in China.

The divergence between our Style and Sector ROOF variants turned into a convergence on the weak side this week as investor’s risk aversion levels surged in the face of rising new infections across major markets hopes for a second fiscal stimulus package in the US before the elections (Nov 3) diminished.

The third quarter saw a continuation of 2020’s themes for the STOXX® Factor Indices. Signs of renewed life have appeared, however, with Multi-Factor seeing a 0.8% return.