Latest Blog Posts

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

The recent news of effective COVID-19 vaccines propelled global stock indices to record highs. With that news came a big “sector rotation”, from industries that had so far benefitted from the crisis (Health Care, Information Technology) back into those that had suffered most (Energy, Financials). We used Axioma’s new Factor-based Fixed Income Risk Model (FFIRM) […]

Analytics | Corporate | Index | ESG and Climate
Join Us at the Qontigo Investment Intelligence Summit on Dec. 9
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.

The US market soared in November, producing one of the highest monthly returns since at least 1982. With regard to factor returns, the month started out fairly slowly. But things changed on November 9, when it started to look like the pandemic could end someday. We wrote about the impact the news from Pfizer on […]

Many risk model users may prefer the simplicity of using a single model to evaluate the risks in their portfolios. A very broad model, however, may be misaligned with the portfolios, and therefore may miss some of the important nuances that can help risk estimates be more accurate, attribution more intuitive and most importantly drive […]

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

Analytics | Index | ESG and Climate
Climate Transition Risk – The Market Impact You Get for the Climate Impact You Had
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.

Index | Benchmarks
New DAX Index Rules to Strengthen Qualification Criteria, Adopt International Standards
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.

Index | Index / ETFs
Three Japan-Focused Notes Tracking STOXX Indices Listed by Mitsubishi Securities
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.