News & Research

STOXX Global 1800 Index ends 16.9% higher in 2020 after rising 4.3% in December. Momentum stocks shone throughout the year, while Europe, Value and banking shares were left far behind.

The STOXX® Global 1800 Index rose 4.3% in dollars in December, cementing a second straight year of double-digit percentage gains, as investors raised expectations that policy support and vaccines will help economies overcome the COVID-19-induced slump.

Deutsche Börse has announced similar requirements for new entrants to the Dax index.

The futures, part of the broader ESG derivatives family traded on Eurex, reach records as investors turn to ESG-compliant instruments to manage portfolios.

We talked to Qontigo’s Stephan Flaegel and Randolf Roth of Eurex about the new Industry Classification Benchmark (ICB) structure and its impact on indices and related derivatives.

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.

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management. For portfolio managers, it is essential to understand how to successfully adapt and prepare for what some call the “mother of all correlated risks”. Here we expose — in three parts — what portfolio managers need to know when switching to a fully Paris Aligned Benchmark (PAB) portfolio from a current market-cap weighted (CWB) portfolio.

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management.

Liquidity provider Optiver conducts an environmental, social and governance (ESG) ‘pulse check’ of derivatives markets, by examining the performance of the most traded ESG future in Europe on multiple liquidity and commercial metrics.

A new Qontigo whitepaper examines this year’s outperformance of the ESG benchmark for German equities relative to the DAX and HDAX indices.

In this paper, we have narrowed our focus and analyzed the performance of the DAX® 50 ESG Index over the period from March 20, 2020 (the end date of our analysis last time and which was around the beginning of the recovery from the market distress caused by the COVID-19 pandemic) until November 13, 2020. Our findings show that the DAX® 50 ESG Index has outperformed during this period, with the sustainability criteria applied as part of the index methodology contributing favorably to returns.

Prime Time’s Rachel Kelly speaks to Rick Chau, Head of Asia Pacific for Index and Analytics at Qontigo, an index, financial intelligence and risk analytics firm, about his firm’s role in the recently launched Sustainable Development Investments Asset Owner Platform.