Bringing together the powerful indexing and analytics capabilities of Qontigo to target well-defined sources of equity risk premia.
Key benefits
Powerful
Combine leading capabilities in factor analysis and indexing
Clear
Resort to factor clarity and strong definitions to efficiently target excess returns
Tradable
Optimize allocations and control for liquidity to create better, manageable portfolios
Sustainable
Adopt sustainability strategies in keeping with the same factor-based approach
Functional
Rely on an entire factor family designed to benchmark portfolios and underlie financial products
Related news & research
Monthly Index News: May 2023
Global equity indices retreated in May, dragged lower by European and Asian shares. In the US, better-than-expected earnings from technology companies overshadowed concerns about a government default and ongoing interest rate hikes.
Monthly Index News: April 2023
Stocks rose in April following better-than-expected economic and earnings reports, and amid signs that inflation in key regions continues to cool.
Monthly Index News: March 2023
Stocks rose in March, rebounding from losses in the month’s first half, as investors raised expectations the Federal Reserve may soon pause its interest rate hikes following the collapse of three lenders in the US.
Opinion: Wall Street always has a story to tell, and the best investors know to expect plot twists
Building a better private market factor risk model
As part of the recently announced partnership between CEPRES and Qontigo, we are developing a suite of factor risk models that provide broad coverage of the private market space in Axioma Risk.
Monthly Index News: February 2023
US and Asian stocks fell in February, as better-than-expected economic reports in the US signaled the Federal Reserve has room to continue raising interest rates. European shares climbed when measured in euros.
Qontigo expands STOXX multifactor indices for iShares ETFs by BlackRock
Four new indices have been added to the STOXX Equity Factor suite, which offers diversified multifactor exposure to five equity style risk premia sources. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced and well-researched factor exposures, seeking long-term outperformance.
Monthly Index News: January 2023
Stocks jumped in January as expectations built up that inflation worldwide may have peaked and that any recession in key developed economies may be mild.