Most Recent News & Research
The STOXX Global 1800 index added 7.1% in dollars last month, matching its performance in October. The benchmark has still lost 14.5% in 2022, poised for its worst year since 2008.
December 1, 2022 – Qontigo has announced the new composition of the STOXX Europe 600 Index
Analytics | Index | ESG & Sustainability
SDI AOP launches forward-looking dataset that assesses which companies are actively developing solutions needed to achieve the UN Sustainable Development Goals (SDGs)
The Sustainable Development Investments Asset Owner Platform (SDI AOP) and Qontigo, its exclusive distribution partner, have announced the launch of the SDI Innovation Outlook. The new dataset provides forward looking information, by analyzing the alignment of companies’ patent portfolios with the United Nations Sustainable Development Goals.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended November 25, 2022
European stocks rally despite yield curve inversion; Dovish Fed minutes depress dollar; Ongoing stock-market recovery reduces portfolio risk, but diversification remains limited
Qontigo Head of APAC Applied Research, Olivier d’Assier, discusses investor sentiment and his latest market outlook with Yousef Gamal El-Din on “Bloomberg Daybreak Middle East.”
US stock prices and risk both rise, defying their typical inverse relationship; Developed Market currency risk has surged in November; Magnitude of Emerging Markets and Developed Asia ex-Japan style factor returns is higher than expected.
Investor sentiment was little changed last week, remaining negative in the US, global developed and global emerging markets; becoming slightly more positive in Europe and Japan; turning bearish in Asia ex-Japan; and staying bearish in China.
Index | Benchmarks
DAX’s two-year methodology overhaul cements German benchmark’s standing with investors, issuers
Qontigo has been busy in the past two years enhancing the DAX rulebook, to bolster the quality of constituent companies, bring selection criteria in line with international standards and improve representativeness of the underlying markets. Serkan Batir, Qontigo’s Managing Director for Indices, says the overhaul helps ensure the benchmark is fit for purpose in an evolving financial landscape.
Analytics | Portfolio Risk Management
EMERGING MARKETS-Stocks extend losses on China worries; Hungary c.bank eyed
“Supply chain disruptions from lockdowns (in China) would not only hurt Chinese manufacturers but regional ones as well… The absence of positive news means investors will stay away instead of participating in bargain-hunting,” said Olivier d’Assier, Head of Applied Research, APAC at Qontigo.
Market returns mixed as dispersion trends reverse; Momentum leads, High Vol lags.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended November 18, 2022
US curve inversion intensifies after hawkish Fed comments; UK tax rises and spending cuts prop up Gilts and pound; Higher equity and FX volatilities boost portfolio risk.
Index | New product launches
China’s PSBC launches first ESG wealth product with STOXX index-linked investment vehicle
The first collaboration between Postal Savings Bank of China and Qontigo will allow the lender’s clients to access a portfolio of large Chinese equities chosen for their sustainability scores and optimized to limit deviations from the benchmark in terms of risk and industry allocation.
Upcoming Events
Qontigo Insight™ Q4 2022 Multi-Asset Risk Review
Join Christoph Schon in this webinar to hear how this year’s surge in inflation and monetary-policy expectations has affected the risk of global multi-asset class portfolios and what is in store for 2023.
Qontigo Insight™ Q4 2022 Equity Risk Review
This webinar is geared to help portfolio managers, risk managers, asset owners and others start to prepare for upcoming year-end portfolio reviews by providing an analysis of the risk environment and its effects that drove portfolio and benchmark performance during the year. We hope you will join us.
Qontigo Insight™ Q4 2022 Risk Review, APAC
In this webinar we will take a look back at how the events of 2022 have shaped markets and defined the risk landscape that investors have had to navigate. We will look forward and project into 2023 what are the key risk events for investors to keep an eye on and how those events can be managed from a risk point of view. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.
