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Latest Blog Posts
Analytics | Portfolio Risk Management
Taming the Factor Zoo: Using Themes to decipher ETF strategies
In the beginning, there was only beta. Then in the 70s, the multi-factor concept was born. And investment managers (eventually) caught on to the fact that factors are particularly useful to explain persistent drivers of risk and return. But as time went on, the numbers of factors grew and grew and now, there are hundreds. Sometimes, you can have too much of a good thing.
Analytics | Portfolio Risk Management
What’s in store for 2024? 5 risks and opportunities to look out for
We have compiled a list of five considerations, derived from our proprietary risk analytics and models, along with other market intelligence, to help guide your 2024 views.
Since 2020, the DAX indices have undergone a sustained evolution to have their rules adjusted and aligned with the needs of modern markets. As of March 2024, the indices’ methodology will change the way they treat corporate actions, while data distribution will move to the reporting system used by STOXX indices. Additionally, the indices’ weight cap for individual constituents will be raised from 10% to 15%.
Watch Michael Lewis, Head of Research for ESG at DWS, Hernando Cortina, Head of Index Strategy at ISS ESG, and Antonio Celeste, Director for Sustainable Product Management at STOXX, as they discuss the significance of biodiversity, and the tools to capture natural impact in both corporate and investment strategies.
Index | New index launches
STOXX enters digital assets market with unique blue-chip crypto index in partnership with Bitcoin Suisse
A unique blue-chip focus means the index selects assets that meet specific crypto-market criteria for quality. The selection is based on a proprietary scoring method and pricing by Bitcoin Suisse.
Factor risk models can help hedge fund managers understand risk factors and exposures and can be an important part of their toolset. This is why we provide clients both statistical and fundamental risk models as a standard package, enhancing the potential for signal and alpha generation.