Blog Posts

EconSight’s sophisticated patent classification system helps determine which companies are likely to lead in future technological markets. The company’s indicators and deep know-how is employed in the stock selection process of the STOXX Global Metaverse index.

The ROOF portfolios use the sector ROOF Scores to construct sentiment-tracking portfolios that capture the returns from a bullish or bearish strategy. The Risk-On and Risk-Off portfolios are constructed from the holdings of the STOXX® Europe 600 index and are rebalanced monthly (at month-end) using the then-current sector ROOF scores for the European market.

The index’s targeted focus allows investors to accurately capture one of the strongest-growing themes of late, as Gen Z and Asian consumers increase spending on luxury products.

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. The Risk-On and Risk-Off portfolios are constructed from the holdings of the STOXX USA 500 parent index and are rebalanced monthly (at month-end) using the then-current sector ROOF scores for the US market.

Despite its main association with online gaming and social media, the Metaverse is also providing a virtual platform for industries to employ technologies aimed at improving efficiency, controlling supply chains and monitoring risk-management processes. The STOXX Global Metaverse Index is designed to capture the pioneers developing those applications.

Axel Lomholt, Chief Product Officer for Indices & Benchmarks at Qontigo, explains how technology and data innovation are buoying thematic investing, and what it takes to be at the research frontline in thematic strategies.

A new whitepaper from Qontigo’s research team explores the benefits of constructing an exclusions portfolio with an optimizer, which helps limit active risk and frees up capital to allocate towards sustainability or performance objectives.

The STOXX Global 1800 index rose 3% in dollars and only 0.6% in euros in March. The Fed on March 22 increased its key borrowing rate by 25 basis points to the highest since 2007, but removed from a statement previous references to the need for “ongoing” rate rises.

Citigroup has expanded its suite of thematic structured products linked to STOXX indices that are adapted for participation products.

At a recent IPE webinar, experts from Qontigo and DWS discussed how investors can build a sustainable strategy considering their impact objectives, tracking error budgets and the need to comply with evolving regulation.

A panel at the annual conference organized by the derivatives exchange, held last week, discussed the drivers behind the boom in thematic investing. As thematic ETFs continue to lure inflows, demand will also move on to listed derivatives, the experts said.

The collapse of a Californian bank triggered a rapidly-spreading banking crisis, with Europe suffering the brunt of it. European Banks, Financial Services firms and Insurers have fallen more than their US counterparts, while the risk of each one of those sectors in Europe has jumped.