Analytics

While taking risks by not wearing a mask offered zero upside in 2020, taking sentiment-savvy risks with your portfolio delivered bigtime. Using the Qontigo Sector ROOF Scores, we developed a methodology to construct Risk-On and Risk-Off variants of the STOXX USA 500 index portfolio.

Treasury yields surge ahead of expected fiscal stimulus; Regional sovereign bonds diverge on inflation outlook; Increased diversification mutes portfolio risk.

US stocks continue to rally in 2021; Growth keeps outperforming; Brazil—one of the hardest hit emerging markets.

It is safe to assume that most educated Times-subscribing US investors were rather flummoxed by last week’s storming of the US Capitol by pro-Trump supporters – some seen wearing farm animal headgear about which the less speculation the better.

Predicted risk remains high across the board; UK Equities among the biggest losers of 2020; Developed and Emerging Markets risk finish the year at parity.

Sovereign yields rise as optimism increases; Pound surges on last-minute Brexit deal; Portfolio risk drops further, but remains above pre-crisis levels.

Sentiment continued to improve in December on the back of growing optimism surrounding the vaccine news, until the last week of the year where it weakened for US, China, and Global Developed investors, triggering sell signals in those markets.

In the wake of failed last-minute talks between Britain and the European Union, both sides have now warned that a ‘no-deal’ Brexit is likely, despite a mutual commitment to continue negotiations. The pound is expected to take the brunt of any market reaction, but the impact on stock markets is less clear-cut. In this blog […]

Eurozone yields drop as ECB expands bond buying; Sterling slumps after last-minute Brexit talks fail; Portfolio risk drops on lower equity and FX volatility

Sustainability has moved from a tangential consideration to a crucial criterion in portfolio construction. A line-up of experts told this year’s Qontigo Investment Intelligence Summit how this evolution is re-shaping the entire investment landscape.

Sentiment makes a beeline for the bullish zone like one races for the liquor cabinet on forced holiday weekends with the in-laws. US investors become ebullient while European and UK investor sentiment remains restrained by the prospect of a no-deal Brexit at the end of the month.

Sector-allocation decisions form an integral part of many investment processes, both in equity and fixed income portfolio management. Most benchmark providers in both asset classes provide a wide range of sector sub-indices, and many risk models contain sector factors. By comparing Axioma’s new Factor-based Fixed Income Risk Model with a more traditional approach, we demonstrate that while sectors do play a role in credit investment management, they do so to a much lesser extent than one might expect.