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News & Research
Most Recent News & Research
The recent collapse of several banks has sparked fears of a 2011-style “doom loop,” in which losses in the financial sector spread to the wider economy. So far, contagion has been limited, but a further deterioration in credit quality could result in drawdowns across all sectors.
Analytics | Index | Qontigo Whitepapers
Why have emerging markets become less risky than their developed counterparts?
Since late 2021, the STOXX Emerging Markets 1500 index has shown lower forecast and realized volatility than the STOXX Global 1800, a benchmark for developed economies. Using Axioma’s Factor Risk Models, a new whitepaper from Qontigo’s Applied Research team investigates the drivers of this anomaly.
Analytics | Index | Benchmarks
From pandemic profiteers to stagflation hostages: FAANGs stranglehold weighs on US market
The FAANGs — Facebook (now Meta), Amazon, Apple, Netflix and Google (i.e., Alphabet) — are having an annus horribilis. But they still have gains to show for the past three years, and, importantly for investors, the group’s influence on the US market has only decreased so much.
Many investors want to incorporate Sustainable Development Goals in their portfolios. This blog shows that it is possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk.
Analytics | Index | Benchmarks
Together in ’22: Qontigo Investment Intelligence Summit returns to London, New York
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 […]
Investor sentiment in 2021 can be summed-up in one word: “concerned”. Generally speaking, investors know there are only a handful of events that can spark a turning point in a market cycle — and in 2021 most expected tapering to be one of them.
While FAANGs have long basked in the investment spotlight, the digital transformation accelerated by the coronavirus crisis has dramatically amplified the market influence of these tech giants in the US.
Analytics | Portfolio Risk Management
Tracking error of Russell 2000 vs. Russell 3000 soars to 25-year high…and yours could too
Equity markets have mostly recouped the losses of the downturn that started in February of this year, but at different rates.
Apple. Amazon. Microsoft. Alphabet. It’s no secret that tech stocks are driving markets higher and have been important contributors to portfolio returns. But what about their impact on value-based strategies?
Analytics | Portfolio Construction
Investors Turn to Utilities to Immunize Portfolios Against Coronavirus Volatility
Investors flocked to US Utilities, a defensive sector that could help immunize portfolios against volatility caused by the growing coronavirus outbreak.
In our latest paper “Minimum Variance: A Leg Up on Geopolitical Risk?”, we examined the impact of recent market risk events on a range of STOXX® minimum-variance indices vis-à-vis their corresponding global and regional broad benchmarks.
The belief that markets react to news in a causal fashion is not only the way we think about investing, it’s also one of the things that captivates us about it, i.e., the notion that we can succeed as investors through careful research and logical thought.