Analytics

Qontigo has entered into a partnership with RepRisk, a pioneer and leader in ESG data science. Qontigo will enable solutions and access to RepRisk ESG risk data via Axioma portfolio analytics and risk models, and build indices under its STOXX family of brands.

US risk appetites ebb amid inflation worries; Dispersion widens globally; Hidden risks may linger in China.

March Fed hike a near-certainty as inflation surges; Dollar falls as US stocks post a second week of losses; Portfolio risk holds steady, as bond selloff offsets lower equity volatility.

Investor sentiment remained very negative last week in all markets we track except Japan and China, which staged minor recoveries on domestic stimulus talks.

Olivier d’Assier, Head of APAC Applied Research at Qontigo, discusses the latest on the markets on Bloomberg Daybreak Asia.

Last quarter we discussed how markets seem to have decoupled. That has continued in Q4 as risk rose in the US (now among the riskiest markets but just around its long-term median) but was flat or fell in others.

Melissa Brown appeared on Bloomberg News “The Close” to weigh in on market positioning for 2022, expectations for corporate earnings and the CPI report.

Qontigo has made available ISS ESG, Clarity AI and Sustainalytics data within its financial optimizer, Axioma Portfolio Optimizer (APO). Sustainalytics will also be integrated into Axioma Portfolio Analytics (APA) for performance attribution and reporting as well as Axioma Risk Model Machine (RMM), which allows users to create custom risk models.

Yields surge as traders bump up rate-hike expectations; German inflation hits 29-year high, but long-term expectations remain stable; Renewed co-movement of stocks and bonds offsets lower equity volatility.

Investor sentiment in 2021 can be summed-up in one word: “concerned”. Generally speaking, investors know there are only a handful of events that can spark a turning point in a market cycle — and in 2021 most expected tapering to be one of them.

Investor sentiment remains very negative in most markets we track, recovering only slightly in Japan and China last week. Uncertainty levels will likely remain elevated until both inflation and Omicron infection numbers have peaked, and the immediate geopolitical worries are lifted.

2022’s rocky start pushes up US market risk; US Value and Earnings Yield extend gains as Growth plunges; Emerging Markets’ volatility remains below that of Developed Markets.