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News & Research
Most Recent News & Research
Melissa Brown joined Bloomberg Markets to discuss the narrow equity market rally and why equities are doing so well despite an anticipated recession. Additionally, we also talked about the recent trading volume uptick and expectations for the upcoming FOMC meeting.
Analytics | Index | Portfolio Risk Management
European financial stocks hit hardest by banking turmoil
The collapse of a Californian bank triggered a rapidly-spreading banking crisis, with Europe suffering the brunt of it. European Banks, Financial Services firms and Insurers have fallen more than their US counterparts, while the risk of each one of those sectors in Europe has jumped.
Index | Portfolio Risk Management
Bloomberg Daybreak Asia: Qontigo’s d’Assier: Central Banks Won’t Help Investors
Olivier d’Assier, Qontigo Head of APAC Applied Research, speaks in “Bloomberg Daybreak Asia” with Shery Ahn and Haidi Stroud-Watts. He says the message from central banks to investors is clear: “Help is definitely not coming”. He discusses how this will play out in the markets and other risks to sentiment.
Analytics | Index | ESG & Sustainability
Want to incorporate SDG exposures into your portfolios? There’s no such thing as a (risk) free lunch, but here’s a way to do it…
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.
Index | ESG & Sustainability
Beyond ESG: From ‘How Does Sustainability Affect My Portfolio’ to ‘How Does My Portfolio Affect the World?’
ESG integration, sustainability, and impact investing…While there may be overlap in the meanings of these terms, they each represent a distinct approach to “doing well while doing good” in investor portfolios.
Analytics | Index | ESG & Sustainability
Climate Impact Investing Is Coming On Fast… What Portfolio Managers Need to Know — and Do — to Successfully Adapt
There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management. For portfolio managers, it is essential to understand how to successfully adapt and prepare for what some call the “mother of all correlated risks”. Here we expose — in three parts — what portfolio managers need to know when switching to a fully Paris Aligned Benchmark (PAB) portfolio from a current market-cap weighted (CWB) portfolio.
Analytics | Index | ESG & Sustainability
Climate Transition Risk – The Market Impact You Get for the Climate Impact You Had
Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.
Analytics | Index | Portfolio Risk Management
New ICB Classification: Impact from a Risk-Oriented Perspective
This study explores the impact of the reclassification, from a risk-oriented perspective, on the STOXX® Global 1800 and STOXX® Europe 600 indices. We focus our analysis on the highest two tiers of the classification: Industry and Supersectors.
The combination of Axioma Equity Risk Models and STOXX Indices, coupled with improved monitor features, increase the ability of investors to understand the risk environment in which they are operating.
Analytics | Index | Portfolio Risk Management
Low Volatility Strategies: Why the Wheels Came Off (Temporarily) in 2020
Low Volatility strategies have a deservedly good reputation for offering investors equity-like returns with less risk.
Analytics | Index | Portfolio Risk Management
Low Volatility Strategies: Why the Wheels Came Off (Temporarily) in 2020
A new Qontigo paper on global Low Volatility strategies compares 2020 returns with those over the longer term.
Melissa Brown discusses the STOXX® Europe 600 Paris-Aligned Benchmark Index, and the strategy driving a higher return and lower volatility than its benchmark.