News & Research

Changes were announced as part of the December regular review of the DAX 50 ESG, DAX 50 ESG+, DAX ESG Target, DAX ESG Screened, MDAX ESG+, MDAX ESG Screened and DAX indices.

A unique blue-chip focus means the index selects assets that meet specific crypto-market criteria for quality. The selection is based on a proprietary scoring method and pricing by Bitcoin Suisse.

The STOXX Global 1800 index posted its best month in three years last month following better-than-expected inflation reports. The index finished the month 0.2% shy of its 2023 high in July.

Stocks jumped by the most in three years in November as better-than-expected inflation reports bolstered investors’ expectations that interest rates in the US and elsewhere may have peaked.

STOXX Ltd. has announced the new composition of the DAX index family.

November Factor Reversal; More on Diversification Ratios.

Slower Eurozone inflation could allow for faster rate cuts, weighing on the euro; Long Treasury yields plummet as traders bring forward rate cut expectations; US and European stocks shine in November, further reducing portfolio risk.

In the initial version of the press release on December 1, the addition of BANCA MONTE DEI PASCHI and the deletion of AIR FRANCE-KLM was missing.

Factor risk models can help hedge fund managers understand risk factors and exposures and can be an important part of their toolset. This is why we provide clients both statistical and fundamental risk models as a standard package, enhancing the potential for signal and alpha generation.

Investor sentiment rose for the fifth consecutive week after bottoming out in late October/early November, ending neutral in all markets, except in the UK where it turned bullish for the first time since June, and in China where it remained bullish. Last week marked a turning point for most markets (except Japan and China) as uncertainty about the direction of monetary policy, which had yet to abdicate its leadership role in dictating sentiment for the past three years, declined in response to guidance from central bankers and  improved transparency and predictability on the macro side.

Results of the fourth regular quarterly review 2023 of benchmark indices will be effective December 18, 2023.

Get ready for the next 18 months – it could be a bumpy ride. And if it is, you’ll be well prepared for some of the most potentially disruptive ESG events (Economic, Security and Geopolitical!) with well thought-out stress tests. Below, we highlight what’s coming up, alongside some examples of comparable events you can use to help construct the most meaningful stress tests.