News & Research

Stocks declined in December, wrapping the STOXX® Global 1800 index’s worst year since 2008, as investor concerns lingered about the impact of inflation and higher interest rates on economic and earnings growth.

The STOXX® Global 1800 index rose for a second straight month in November as investors raised expectations that higher interest rates are helping temper inflation.

We look into the economic risks of employing factor-style strategies such as those in the STOXX Factor Indices, by screening them through Axioma’s Macroeconomic Projection model. The findings show that some styles have more economic exposure than others, and that macro variables can be correlated with industry, country and style factors, to different degrees.

The customized index is an optimized solution that balances multiple investment objectives and uses various inputs, including LGIM’s proprietary ESG data.

The STOXX® Global 1800 index rebounded from a two-year low last month on investors’ expectations that the Federal Reserve may soon slow down the pace of interest-rate hikes.

In September, stocks suffered the worst monthly selloff since March 2020, with the STOXX® Global 1800 index erasing all of its gains from the northern hemisphere’s summer, as central banks around the world pushed ahead with more interest-rate hikes.

Lukas Smart, Head of US iShares Sustainable and Factors Product Segments, and Arun Singhal, Qontigo’s Global Head of Index Product Management, discuss the recent update to BlackRock’s multi-factor offering and the outlook for factor investing.

Stocks resumed losses in August after central bankers said they are not done raising interest rates as they combat record-high inflation.

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.

A new white paper from Qontigo analyzes the components of a multi-factor alpha forecast in a universe of US stocks. The alpha has enhanced market returns over the last 20 years, with 2021 showing the best annual results.

The recent launch of the STOXX U.S. Equity Factor Index, which underlies the iShares U.S. Equity Factor ETF (LRGF), highlights the real-world performance benefits of a factor-based approach that seeks to manage risk relative to a capitalization-weighted benchmark.

Stocks tumbled in June, with the STOXX® Global 1800 index sliding into a bear market, on concern the world’s major economies may be headed for a recession while central banks are fighting runaway inflation.