Press Releases

July 29, 2022 - Qontigo’s global index provider STOXX Ltd. has announced an unscheduled adjustment to the SDAX index.

Qontigo has partnered with CEPRES, the leader in private market investment technology and data, to develop a suite of private market factor risk models for unique insights into private capital fund risk in multi-asset class portfolios.

Qontigo has won the Triple A ‘Best Index Provider for ETFs, Asia: Thematic’ Award 2022 for its STOXX indices.

Qontigo’s global index provider STOXX Ltd. has announced an unscheduled adjustment to the SDAX index. The free float of Deutsche EuroShop AG changes by more than 10 percentage points.

Qontigo’s global index provider STOXX Ltd. has announced an unscheduled adjustment for ADVA Optical Networking SE in SDAX.

Qontigo has licensed the STOXX Global Digital Entertainment and Education Index to BlackRock as an underlying benchmark for an iShares ETF, the latest addition to a growing range of innovative thematic solutions available to European investors.

Eurex, one of the world’s leading derivatives exchanges, has introduced a new segment with the launch of its first thematic index futures.

Due to the breach of basic criteria (timely publication of Quarterly Statement or Quarterly Financial Report, as outlined in section 5.1.2 in the Guide to the DAX Equity Indices) Nordex SE will be deleted from the SDAX and TecDAX.

Qontigo’s global index provider STOXX Ltd. has announced changes to the DAX index family, which will become effective on 20 June 2022. The selection indices DAX, MDAX, SDAX and TecDAX represent the largest companies on the Regulated Market of Frankfurt Stock Exchange. They are selected according to free float market capitalization and are reviewed every three months.

(June 1, 2022) - Qontigo has announced the new composition of the STOXX Europe 600 Index.

Qontigo’s global index provider STOXX Ltd. has announced an unscheduled adjustment to the SDAX index. The free float of Aareal Bank AG changes by more than 10 percentage points.

Qontigo, a leading provider of innovative risk, analytics, and index solutions, has enhanced its Axioma Credit Spread Factor Risk Model (Credit Factor Model) with the addition of credit default swaps (CDS) and increased factor coverage. The model results in better risk forecasting for asset managers, asset owners and hedge funds with portfolio exposure in the high yield and investment grade space.