News & Research

A new Qontigo white paper analyzes the effect of changes in term spreads, or the difference between long- and short-term sovereign bond yields, on the performance of the iSTOXX Developed and Emerging Markets ex USA PK VN index. The findings show a rise in term spreads has, overall, helped returns for the global real estate index since 2019, but the relationship varies depending on regional exposure and period.

A new Qontigo white paper runs the numbers on the iSTOXX Developed and Emerging Markets ex USA PK VN, a global real estate index, to understand the relationship between expected inflation in the US, Europe and the UK, and index returns. The findings show that the sector has represented a good overall inflation hedge over the last couple of years, although regional and portfolio considerations can create exceptions.

Real estate has long had the reputation of being at least a partial hedge against inflation, since both rental income and property values typically respond positively to inflationary pressures. The iSTOXX Developed and Emerging Markets ex USA PK VN Index has lived up to this reputation historically and is continuing to do so in the current inflationary environment.

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.

This paper focuses on creating SDG portfolios that maximize exposure to one, two or all SDGs. The study shows that it is quite possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk. An optimizer can help manage that active risk.

After two years of virtual gatherings, I’m thrilled to announce that the flagship Qontigo Investment Intelligence Summit will return in person this May. This year’s Summit, which we have called ‘Together in ’22,’ will take place in London on May 5 and in New York on May 19. The two events will offer insights on some of the most important […]

The Russian invasion of Ukraine spooked equity investors around the world, but losses were not distributed equally across all sectors, with some industries even exhibiting positive returns. This opens up opportunities for more focused strategies such as thematic investing.

In this research, we show a two-phase scenario-based CVaR hedging approach to help minimize downside risk in MAC portfolios.

Qontigo’s Olivier d’Assier comments on an Asian stock slip, led by Japan and Korea, as surging commodity prices fueled concerns about global inflation.

Melissa Brown, Managing Director of Applied Research at Qontigo, joins Closing Bell to discuss the stock rebound after a volatile September

Qontigo announced today the appointment of Mohan Verma as Senior Managing Director, Global Head of Business Development.

Melissa Brown, Qontigo’s Global Head of Applied Research, spoke with Hardika Singh of The Wall Street Journal about her outlook on the markets. According to Melissa, market rallies during low trading volumes of the summer months can be hard to maintain come fall when volumes typically increase.