Blog Posts

In this article we examine stress-test results to determine the ex-ante performance impact of the variables in the Axioma Worldwide Macroeconomic Projection Equity Factor Risk Model (Macro Model).

The latest Qontigo whitepaper analyzes the risk, return and impact profile of three ESG indices tracking the STOXX® USA 500 benchmark: the STOXX® USA 500 ESG Broad Market, STOXX® USA 500 ESG Target and STOXX® USA 500 ESG Target TE. The study reveals that while performance and risk across the three ESG variants are similar to those of the parent benchmark, differences exist in the active risk and constitution of the portfolios.

As part of our continuing series on highlighting the real-world use cases of the Sustainable Development Investment Asset Owner Platform (SDI AOP) data, we spoke to AustralianSuper’s Andrew Gray, Director ESG and Stewardship. Andrew shares his insights on the value the SDI AOP data is providing to his organization.

As a new batch of ETPs tracking STOXX single-stock short and leveraged indices is listed on the London Stock Exchange and Euronext, we talk to Oktay Kavrak from issuer Leverage Shares to find out how the products work and how investors are using them.

Over time, market-moving events generate either more need or want for portfolio rebalancing. Using each metric’s contribution to the overall market ROOF scores, we can track the motivational nature of the aggregate market move each day (i.e., are they driven by want or need?).

The contracts are part of an expanding family of sustainability-focused listed derivatives designed to tap increasing demand as investors turn to ESG-compliant instruments to manage portfolios.

Share prices continued to climb to record highs, despite another surge in US consumer prices. This may seem counterintuitive, but a comparison with the aftermath of the global financial crisis reveals that it may not be that unusual after all. At the same time, history also indicates that there could still be choppy times ahead—especially for the Energy, Materials, and Industrials sectors, which are likely to be adversely affected by falling prices for commodities and consumer goods.

The race to reach net-zero emissions by 2050 is on, and many investors are adopting indices with a decarbonization path to achieve their climate objectives. Our latest whitepaper looks at Paris-aligned indices covering the US and Europe and seeks to answer the following questions: in which region can investors make the most impact, and how much risk are they taking in the process?

US policymakers have in recent months stepped up efforts to address climate risk in financial markets. During a webinar organized by Responsible Investor, a panel of experts from 2° Investing Ventures, ISS ESG, New York Department of Financial Services, PRI and Qontigo, discussed these moves and explored some of the directions US climate regulation may take.

Credit risk premia have been at pre-crisis levels for a couple of months now, and so has predicted risk for corporate bond portfolios. Low spread volatility and the recent surge in sovereign yields means that risk-free interest rates have once more become the dominant return driver for investment-grade securities.

A new whitepaper from Qontigo’s Sustainable Investment team is a primer to understanding and untangling the multiple — and often confusing — climate data alternatives that have emerged in recent years.

The STOXX® Global 1800 Index rises 1.5% in May as countries lift restrictions put in place to control the COVID-19 pandemic. The pan-European STOXX® Europe 600 Index increases 2.7% in euros. Both benchmarks mark a new record high in the month.