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News & Research
Most Recent News & Research
Despite all the uncertainty surrounding key macro inputs, as well as a volatile geopolitical environment, the STOXX US Index is up more than 18% year to date in line with other major US large-cap indices. And quite notably, market volatility, as measured by the various time horizons in our risk models and VIX, has been steadily declining.
As hedge funds pile up short Treasury future positions like it’s February 2020, certain parts of the financial markets are getting nervous that we could be in for a repetition of the liquidity crisis seen in early March that year.
The real estate sector has a variety of activities that align with the different UN Sustainable Development Goals (SDGs). This holds true both for (affordable) housing, as well as for other types of real estate, such as hospitals and the provision of laboratory space and schools.
Analytics | Portfolio Risk Management
5 challenges to capturing total plan risk across public and private assets
The market for funds of private assets has grown enormously over the last decade, with 2021 and 2022 being exceptional years. Things have cooled off a bit in the first half of 2023, but the long-term outlook is for private investments to play an increasingly important role for asset owners and asset managers. Large shifts are also underway in the debt markets, where private credit is rivaling banks as a source of funding.
Analytics | Index | ESG & Sustainability
Green efficient frontiers. Part 2: Practical considerations in constructing sustainability portfolios
On the surface, constructing a sustainable portfolio or index may seem relatively straightforward. After all, it’s just about excluding and reweighting – or is it?
Analytics | Index | ESG & Sustainability
Combatting greenwashing with transparent and verifiable data
As the sustainability landscape continues to grow and change, there is a pressing need for evolving data that helps investors to better understand the sustainability outcomes associated with their investments. The SDI AOP has set out to address this, with continuously growing datasets updated quarterly, to assess companies’ contributions to the UN Sustainable Development Goals. James Leaton, Research Director of the SDI AOP, discusses the latest platform developments led by its asset-owner led community.
Analytics | Portfolio Risk Management
The improbable hedge: Protecting against rising rates with high yield bonds
High yield bonds have significantly outperformed higher rated debt in the first seven months of 2023, posting strong positive returns, despite a considerable rise in interest rates and concerns about the health of the banking system earlier this year.
Macro and geopolitical issues are key inputs into any market forecasting model. Today, we’re facing a period of prolonged uncertainty, such as when the peak of the interest rate cycle will be reached, and this, coupled with low volatility makes for an unusual combination and a difficult investment landscape. With fixed interest options also available, investment choices are much broader than they were just two years ago. Despite all this doom and gloom, could there be some bright spots for equities investors? There are two competing views.
Recent market developments and investing trends have prompted investors to reconsider their investment allocations. Factors assist investors in understanding the present market and informing their investment decisions. Melissa Brown, Managing Director of Applied Research, joins two experts to discuss factor investing in this video.
Analytics | Portfolio Risk Management
Risk managers get respite as equity-bond correlation returns to ‘normal’
A recent panel organized by Enfusion discussed the shift in portfolio risk dynamics that’s taken place since March this year. We sat down with Olivier d’Assier, Head of Applied Research for APAC at Qontigo, to expand on the topic.
Analytics | Market trends
A brief history of US index diversification: What it means when equal-weight underperforms
The current concentration of US equity index weights in a few large-cap, technology winners, is unprecedented. One result is that equal-weighted indices are underperforming by the most since the 1990s. But an analysis is also warranted as to why investors continue to favor high-growth, expensive stocks.
A new Qontigo article revisits the concept of tracking error, a metric that’s gaining even more attention amid the growth of sustainable portfolios. Hamish Seegopaul, Global Head for Index Product Innovation at Qontigo, addresses some key questions, including: How should the various degrees of tracking error be interpreted? Does the metric tell us much in terms of the future? And can we control this?