Blog Posts

In the wake of failed last-minute talks between Britain and the European Union, both sides have now warned that a ‘no-deal’ Brexit is likely, despite a mutual commitment to continue negotiations. The pound is expected to take the brunt of any market reaction, but the impact on stock markets is less clear-cut. In this blog […]

Sustainability has moved from a tangential consideration to a crucial criterion in portfolio construction. A line-up of experts told this year’s Qontigo Investment Intelligence Summit how this evolution is re-shaping the entire investment landscape.

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.

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.

Olivier d’Assier discusses modeling the possible outcomes of the election and the potential ramifications of the Biden tax plan on Big Tech.

In this post, we focus on the Health Care sector. A Trump/Republican win would likely put Obamacare in jeopardy—and that could have a large impact on the earnings of companies in that sector.

The US market saw an even stronger concentration in stocks recently, with FAANGs (Facebook, Amazon, Apple, Netflix and Google) accounting for 14% of the weight in the STOXX USA 900 on Oct. 9. Add Microsoft to the mix, and the six stocks made up 20% of the US index. Just since July, the aggregate weight of these six stocks increased by one percent in the US index.

The spectacular “recovery” of US blue-chip stock indices is frequently cited as an indication that investors are betting on a swift, “V-shaped” global recovery from the coronavirus crisis.

Officially launched in July this year, the Sustainable Development Investments Asset Owner Platform (SDI AOP) aims to standardize and create greater efficiencies for financial institutions looking to invest in the UN Sustainable Development Goals.

On September 10, together with the Sustainable Development Investments Asset Owner Platform (SDI), we will be hosting a webinar on ‘How to Invest in the UN Sustainable Development Goals (SDGs)’. Ahead of the event, we caught up with one of the founding members of the SDI AOP, Claudia Kruse, who heads up the Global Responsible Investment […]

The US market hit an all-time high this week. So are we finally out of the volatility woods? Not by a longshot. While US predicted risk as measured by Qontigo’s short-horizon fundamental model has retreated substantially, it remains in the top decile of values relative to where it has been historically. It would have to […]

For many weeks, investors and market commentators have been puzzled by the apparent “disagreement” between the stock and the bond markets over the expected shape of the economic recovery. The sharp rebound of share prices seemed to indicate that equity investors foresee a swift, V-shaped comeback. The ultra-low, or even negative, yields and flat curves […]