News & Research

Although it seemed as if the potential banking crisis sent volatility soaring, that was not the case, as predicted volatility fell in most country and regional benchmarks. Industry risk increased, but other determinants of risk fell.

A new whitepaper from Qontigo’s research team explores the benefits of constructing an exclusions portfolio with an optimizer, which helps limit active risk and frees up capital to allocate towards sustainability or performance objectives.

Silicon Valley Bank’s failure has impacted stock prices for regional banks, which have lost over 25% in the short period since the announcement that the bank needed to raise more capital on Thursday. However, how has this affected the credit markets?

As part of the recently announced partnership between CEPRES and Qontigo, we are developing a suite of factor risk models that provide broad coverage of the private market space in Axioma Risk.

As more investments are channeled into the UN’s Sustainable Development Goals (SDGs), a Qontigo whitepaper examines what the strategies may mean in terms of returns. The study uses a new, forward-looking analysis from the Sustainable Development Investments Asset Owner Platform (SDI AOP) on companies’ patents aligned with the SDGs, and finds that a high patent/SDG score can be an alpha-generating signal.

This paper investigates the effectiveness of a proxy for the new SDI Innovation Outlook score in predicting equity returns and enabling the construction of outperforming portfolios.

Historical precedent suggests there’s an 80 percent chance that markets will continue to go up, according to Qontigo.

Markets recovered in Q4, and volatility fell for many, but predicted volatility ended the year in the top 15% of observations from the past 40 years in the US.

The Sustainable Development Investments Asset Owner Platform (SDI AOP) helps investors assess companies’ contributions to sustainability themes using the UN Sustainable Development Goals. The asset owner-led effort provides a robust SDG-alignment framework and data, and is already used worldwide by investors for implementation and tracking of sustainability strategies, and engagement with multiple stakeholders.

The lack of big earnings reports or economic data on Monday likely sharpened investors’ focus on economic fears and interest rates, according to Melissa Brown, Global Head of Applied Research at Qontigo in New York.

“It is not just what they did but what they said, and it certainly does seem like they are still worried about inflation and this is not going to be the end of the rate increases,” said Melissa Brown, Global Head of Applied Research at Qontigo in New York.