The Qontigo Investment Intelligence Summit held on May 5 was the stage for a discussion around index-based thematic investing. Two industry experts — from BlackRock and Qontigo — explained why assets are flowing into thematics and why the strategies can best target the upside of a world undergoing structural change.
The devil is in the details when it comes to performance attribution. Here we explain the differences between risk-based vs. Brinson attribution and how using equity risk models can help you understand your drivers of portfolio risk and return.
A new Qontigo whitepaper analyzes the risk characteristics and factor exposures of the STOXX Willis Towers Watson Climate Transition Indices (CTIs). The study helps investors understand the implications of a portfolio that is aligned with the goals of the Paris Agreement and that manages the risks and opportunities from moving to a low-carbon economy.
The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.
The recovery in sentiment that began in March and peaked during the last week of April is showing signs of weakening. Sentiment in five of the seven markets we track is now back in negative territory, with investors in the US ending the week bearish.
The Index Industry Association (IIA) provides education and advocacy on behalf of independent index providers worldwide, CEO Rick Redding explains to Qontigo’s blog. With the transformation of the role and shape of indices in full swing, he sees huge possibilities for the industry and for investors ahead – as well as key challenges.