News & Research

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.

Stocks tumbled in April by the most since the onset of the COVID-19 pandemic as investors’ expectations grew that the Federal Reserve and other central banks will need to raise interest rates faster and higher to fight inflation.

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.

Sovereign yields rocked by geopolitical concerns and monetary-policy expectations; Dollar soars over widening rates gap; Soaring FX and equity volatilities boost portfolio risk.

The recovery in investor sentiment which began in late March in most markets except China, peaked and started to reverse last week, ending lower in all markets except Japan.

Global market rout led by Financials; China becomes riskiest among major regions; US Earnings Yield outperforms amid mixed reports.

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 […]

Qontigo, a leading provider of innovative risk, analytics, and index solutions, has enhanced its Axioma Credit Spread Factor Risk Model (Credit Factor Model) with the addition of credit default swaps (CDS) and increased factor coverage. The model results in better risk forecasting for asset managers, asset owners and hedge funds with portfolio exposure in the high yield and investment grade space.

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.

The Sustainable Development Investments Asset Owner Platform (SDI AOP) and Qontigo, its exclusive distribution partner, have announced that leading asset manager BlackRock has subscribed to the SDI AOP dataset.

Stocks and bonds fall together over tighter monetary-policy expectations; Higher rates and global growth concerns boost the dollar; Portfolio risk drops further, as equity volatility continues to decline.

Qontigo has licensed the STOXX® USA ETF Industry Index to Kiwoom Asset Management in Korea to be used as an underlying for an exchange-traded fund (ETF). This new index is the first to track the US ETF market through a thematic approach.