Blog Posts

Historical data show there is only a slightly positive — but weak — relationship between returns for US stocks in January and those in the year’s subsequent months. The relationship, however, becomes much stronger when considering only the Januarys when markets had a good run.

The STOXX Global 1800 index rose 7% in dollars and 5.1% in euros last month, amid expectations that inflation worldwide may have peaked and that any recession in key developed economies may be mild.

In the current environment of rising inflation, interest rates, and geopolitical uncertainty iShares relaunched two ETFs in its factor suite (LRGF and INTF), using a multifactor strategy from index provider Qontigo.

The largest constituent of Germany’s equity benchmark has announced it plans to delist its shares from the Frankfurt Stock Exchange. A replacement in DAX and STOXX indices will be announced on Feb. 17.

Qontigo is proud to announce the unveiling of a new version of its logo, featuring our Chinese name, 旷势 (Kuangshi).

The recently launched STOXX Global Metaverse Index uses a sophisticated methodology to screen those companies with the most relevant patents in technologies associated with the Metaverse. This allows investors to target innovators whose products and services are likely to be leading the transition to the virtual world in the coming years. A new Qontigo whitepaper explores the index in detail.

Qontigo has introduced the STOXX® World indices, a modular suite that allows investors to flexibly build portfolios covering a broad and liquid universe of markets.

The Sustainable Development Investments Asset Owner Platform (SDI AOP) helps investors assess companies’ contributions to sustainability themes using the UN Sustainable Development Goals. The asset owner-led effort provides a robust SDG-alignment framework and data, and is already used worldwide by investors for implementation and tracking of sustainability strategies, and engagement with multiple stakeholders.

At an IPE webinar last month, experts from WTW and Qontigo explained how the STOXX Willis Towers Watson Climate Transition Indices (CTIs) can help investors manage climate transition risk on a forward-looking basis. The audience also heard how this can be achieved without increasing a portfolio’s overall risk.

The ROOF portfolios use the sector ROOF Scores to construct sentiment-tracking portfolios designed to capture the returns from the implementation of a bullish or bearish strategy. For the second year in a row, constructing portfolios aligned with the overall negative sentiment in the market generated significant outperformance relative to ‘holding’ the benchmark portfolio or adopting a contrarian bullish strategy.

The STOXX Global 1800 index fell 3.9% in dollars last month, for a loss of 17.9% in 2022. Momentum stocks led the retreat in the year while automobiles were the worst-performing sector. Dividend stocks performed relatively well despite a background of rising interest rates.

SFDR Level 2 standards come into effect in 2023. Antonio Celeste and Saumya Mehrotra from Qontigo’s Sustainability Product Management team look into the concept of ‘Sustainable Investment’ and discuss how to measure and approach such investments.