Most Recent News & Research
Index | ESG & Sustainability
Three different DAX benchmarks to build distinct German ESG portfolios 
Investors can access three different German benchmarks that follow an ESG strategy designed to meet specific needs and responsible objectives, and that have the same rules and transparency characteristics as the blue-chip DAX index.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended August 5, 2022
Gilt curve partially inverts over stagflation fears; Dollar rises as traders revise rates expectations; Stock market recovery reduces portfolio risk.
Through both installed software and cloud-based SaaS solutions, Qontigo has a long history of developing and offering API-based solutions for software challenges.
Investor sentiment continued to improve in all markets we track, except China and global emerging markets, which ended the week flat versus the previous week on geopolitical concerns. Sentiment is now moderately positive in all developed markets, while emerging markets and Asia ex-Japan remain close to neutral, lacking conviction one way or the other.
The STOXX Global 1800 index gained 7.9% in dollars last month, its best monthly showing since November 2020. The index is still down 14.4% in 2022.
Stocks jumped by the most in 20 months in July as investors focused on better-than-forecast earnings reports and on expectations that the Federal Reserve may slow down the pace of interest-rate increases.
Investor sentiment continued to recover in the US, Europe and global developed markets, ending the week positive in all three. Sentiment remains negative among investors in global emerging markets, Japan and Asia ex-Japan, with the latter falling back into a bearish mood.
Gulf Arab markets emerge as top performers; Falling factor volatility drives down index risk around the globe; The US dollar remains at strongest level in decades.
July 29, 2022 – Qontigo’s global index provider STOXX Ltd. has announced an unscheduled adjustment to the SDAX index.
Analytics | Factor Investing
Qontigo and CEPRES partner to provide risk modeling solutions for private market assets
Qontigo has partnered with CEPRES, the leader in private market investment technology and data, to develop a suite of private market factor risk models for unique insights into private capital fund risk in multi-asset class portfolios.
As part of the recently announced partnership between CEPRES and Qontigo, we are developing a suite of factor risk models that provide broad coverage of the private market space in Axioma Risk.
Energy remains the best performer despite recent hit; US Info Tech and Consumer Discretionary see a small comeback; Europe keeps its cool
