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The DAX 30 ESG index is the latest introduction to a family of German ESG benchmarks. It tracks the country’s large-caps with the highest ESG scores determined by ISS ESG.
STOXX Ltd., part of the ISS STOXX GmbH group of companies and a leading provider of index solutions for institutional investors worldwide, has licensed a new ESG benchmark for the German equity market to DZ BANK. The DAX 30 ESG index expands the options for ESG (Environmental, Social, Governance) investing in German equities and, as of today, forms the basis for several discount certificates that are tradable on the Frankfurt Stock Exchange.
STOXX Ltd., Teil der Unternehmensgruppe ISS STOXX GmbH und ein führender Anbieter von Indexlösungen für institutionelle Anleger weltweit, hat eine neue ESG (Environmental, Social, Governance)-Benchmark für den deutschen Aktienmarkt an die DZ BANK lizenziert. Der DAX 30 ESG-Index erweitert die Möglichkeiten in deutsche Aktien unter ESG-Gesichtspunkten zu investieren und ist seit heute Basis für mehrere Discount-Zertifikate, die an der Frankfurter Wertpapierbörse handelbar sind.
Most factors are “behaving”, but not equally across regions; Trading volume reaches a 12-month high in the US, driven by Info Tech; Where is the Momentum?
Short Treasury yields surge as Powell puts March rate-cut hopes to final rest; Stock-market record squeezes credit spreads to 21-month low; Portfolio risk drops further as stocks and bonds decouple.
As DWS launched the Xtrackers Biodiversity Focus SRI UCITS ETFs, we sat down with experts from Xtrackers, ISS ESG and STOXX to explore what’s driving investor interest in biodiversity strategies and how they can comprehensively integrate natural-world data and considerations into portfolios.
The STOXX Global 1800 rose 1.3% last month and nearly topped its record high from 2022 when excluding dividends. Technology shares extended their rally, while Momentum-style stocks had their best month on record relative to the benchmark.
Risk Falling Off a Cliff (not in CHINA!); Small is Good Again (except in the USA & Japan); Breadth Still Narrow - beware.
A new study from specialists at BlackRock and STOXX explores the potential benefits of low tracking-error, multifactor portfolios. While factor investing has historically been dominated by single-factor strategies with relatively strong tilts, the authors show that diversification across multiple factors with smaller tilts and less tracking error can pay off in the long run.
Strong labor-market report smashes March rate-cut hopes but boosts the dollar; Short Gilt yields rise despite dovish signals from BoE; Portfolio risk falls further as US stocks book fourth week of gains.
Investor sentiment ended mixed last week, rising in the US, Europe, Japan, Global Developed, and Global Developed ex-US markets, but declining in Asia ex-Japan, Australia, Global Emerging Markets, the UK, and China. Investors in the latter are becoming increasingly bearish in the face of a silent response from the authorities. Sentiment in the major markets of the US, Europe, and Japan continues to be driven by the pivot industrial complex, and despite last week’s push-back from central bankers, investors remain convinced that the future direction of interest rates has decidedly pivoted to the downside now. #NotIfButWhen.
China’s risk spikes in 2024; US market return remains within expectations; Europe outperforms as ECB keeps rates steady.
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