Index

The index for German mid-sized stocks turns 25 today, in a year that sees important changes to its methodology.

STOXX Global 1800 Index ends 16.9% higher in 2020 after rising 4.3% in December. Momentum stocks shone throughout the year, while Europe, Value and banking shares were left far behind.

The futures, part of the broader ESG derivatives family traded on Eurex, reach records as investors turn to ESG-compliant instruments to manage portfolios.

We talked to Qontigo’s Stephan Flaegel and Randolf Roth of Eurex about the new Industry Classification Benchmark (ICB) structure and its impact on indices and related derivatives.

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.

Liquidity provider Optiver conducts an environmental, social and governance (ESG) ‘pulse check’ of derivatives markets, by examining the performance of the most traded ESG future in Europe on multiple liquidity and commercial metrics.

A new Qontigo whitepaper examines this year’s outperformance of the ESG benchmark for German equities relative to the DAX and HDAX indices.

Our annual event will be held virtually this year and focus on the ever-growing topic of sustainable investment. A line-up of experts will discuss the regulatory drivers and practical applications of integrating ESG considerations in portfolios.

The global benchmark surges 12.9% for biggest monthly increase since data begins in 2004; index is now up 12.1% for 2020.

Study explores the liquidity and tradability differences between the ESG index and the flagship EURO STOXX 50 benchmark, and their impact on returns.

Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.

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.