Blog Posts

Methodology changes seek to raise quality of component companies and simplify selection criteria. Flagship DAX Index will grow to 40 constituents from 30 as of September 2021.

The underlying indices show a varied range of strategies and investment approaches that were devised amid growing demand in the Asian country.

Returns since Nov. 9 show investors’ ideas about the economy have flipped, favoring Value stocks against the Momentum factor.

Derivatives tied to the Eurozone index and its dividends have enabled traders to hedge their exposure to corporate payouts during this year’s uncertain times.

A new STOXX index tracks the largest companies facilitating and benefitting from the digital revolution in financial services.

The recent Industry Classification Benchmark (ICB) revamp has introduced slight risk-profile adjustments at a portfolio’s sector level. A new Qontigo study unveils the extent of the changes.

In our November 10 blog post “Pfizer Vaccine Announcement Puts Momentum in the ICU” we showed that on November 9, many factors across multiple geographies produced returns that were two or more standard deviations away from their long-term averages. No factor’s returns were as outsized as Medium-Term Momentum’s, where the eight-to-10 factor standard deviation negative […]

November 9 was a profoundly bad day for Momentum. In most regions we cover closely, Momentum’s return for the day was between seven and 10 standard deviations below expectations[1], and the return was the worst of any day going back to 1999, according to Qontigo’s medium-horizon models. The year-to-date return for Momentum in the US went from positive to negative overnight, but remained positive in other regions, albeit far lower.

New futures and options are first-ever listed derivatives tracking a combined strategy of ESG exclusionary screens and ESG integration.

The iSTOXX Global Transformation Select 30 EUR Index combines a thematic approach with sustainable criteria and low-volatility/high-dividend screens.

European benchmarks post worst month since March as a second wave of COVID-19 infections results in new activity restrictions.

A total of 11 currency pairs are being added to the FX suite, increasing the possibilities for investors.