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Most Recent Factor Investing
Qontigo has announced the expansion of the STOXX Factor Index suite to include a family of ESG-screened indices.
The STOXX Global 1800 Index slumps 13% in month, paring an earlier drop of as much as 25%, as large parts of the global economy come to a standstill to fight the COVID-19 pandemic.
Concerns about a sharp economic downturn coupled with tumbling oil prices send European indices to their first 20% decline since 2016.
Stocks plunged by the most in over eight years during February, as a fast and widely spreading Coronavirus stoked concerns the global economy will suffer a slowdown.
Qontigo has launched the STOXX Factor Index suite, bringing together the powerful indexing and analytics capabilities of Qontigo.
Factor Investing
STOXX Factor Indices: Targeted Factor Exposures with Managed Liquidity and Risk Profiles
The STOXX Factor Index suite is comprised of five single-factor indices and a multifactor index engineered to deliver the excess returns associated with each factor using a diversified index of securities with carefully managed exposure, liquidity and risk characteristics.
October’s market pullback is the type of seismic event that initiates discussions about a change in investor sentiment. In the current rally, such a change would mean a move away from the recent years’ leaders, namely growth stocks, towards the laggards: value stocks.
The STOXX® Minimum Variance Indices are designed to achieve the lowest return volatility in a given investable universe.
In this paper, we take a look at how minimum variance performed vis-à-vis its core market counterpart during nine recent geopolitical risk events. The nature of these events is that they tend to push correlations towards 1.0.
In the asset management world, the terms ‘value’ and ‘growth’ have long been used to describe two distinct investment styles, and many managers categorize themselves and their products along these two labels.
After rising in tandem with other investment styles for most of 2019, value stocks — those trading at below-average valuations — have since May slipped back to the bottom, adding to their multi-year lagging record.
Minimum-variance strategies – which aim to reduce swings in portfolio prices and typically consider both share-price volatility and intra-stock correlation – have gained much traction since the global financial crisis.