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.
The family of ETPs has proved popular with investors and traders as an efficient way to implement leveraged and short strategies on widely traded stocks. The listed securities cover the shares of more than 50 companies and showcase the versatility of index-based investing.
The STOXX Global 1800 index rose 0.1% in dollars last month, paring an earlier decline of as much as 5.6%. Value and high-dividend stocks rise, but most other strategies struggle as investors contend with the prospect of higher interest rates.
The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – Quality, Value, Momentum, Low Size and Low Volatility — through an enhanced multifactor approach designed for core portfolio allocation. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced, well-researched style factor exposures seeking long-term outperformance.
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 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.
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 exchange-traded fund offers exposure to an industry whose phenomenal growth has only accelerated in recent years. The underlying STOXX USA ETF Industry tracks US companies with the highest revenue exposure to businesses involved in the design, issuance, sale and trading of ETFs worldwide.
Futures on the EURO STOXX Banks Dividend Points Index are trading between 7.9% and 23% below their pre-war prices, depending on the maturity, even as equity prices recover. Traders have raised expectations that a slowing economy may hit lenders’ ability to continue or increase their payments to shareholders.