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Blog Posts — October 9, 2020

Qontigo’s Enhanced Equity Risk Monitors Use STOXX Indices

by Melissa R. Brown, CFA

Qontigo’s Applied Research team is pleased to introduce the revamped Equity Risk Monitors, one of our flagship analytics tools, which provide a multifaceted examination and timely updates of market risk. 

The Equity Risk Monitors analyze index-level volatility, using 11 of Axioma’s single-country and regional risk models. Daily reports drill down into the major drivers of predicted risk, including volatility of and correlations between components of risk, and deliver additional market-based data with interpretative context. Other features include a global view of volatility, correlation and market returns, individual risk model style factor performance, and a decomposition of the change in index risk over various horizons.

Aside from a sharp new visual design, which coincides with the launch of the new Qontigo website, we have added the following features:

  • Most monitors now use STOXX Indices
  • Each chart can be found in downloadable web-based format, adding to the possibility of printing individual charts, or a full country or region report, as a pdf file
  • Data infrastructure allows for an easy replication of charts in other formats
  • When hovering over them, charts display an explanatory note and a download link
  • New design will enable the addition of benchmarks and risk models 

Overall, we trust the changes have improved the monitors’ look and feel, and will maximize the user experience and the delivery of analysis.

With over 20 charts in each, the Equity Risk Monitors have proved essential in providing investors with an in-depth understanding of the risk environments in which they operate, and how that might inform their portfolio management decisions. 

These charts are also used to determine topics of interest for our weekly equity highlights. You can visit our latest Equity Risk Monitor Commentaries here. To be added to the mailing list, please click here.

Melissa R. Brown, CFA, is managing director of applied research at Qontigo.