Continue active refreshing of this index's data?
Continue active refreshing of this index's data?
About 225 results found
We caught up with Zubin Ramdarshan, Head of Equity & Index Product Design at Eurex, and Yang Wang, Head of Thematic Index R&D at Qontigo, to learn more about the first-ever listing of thematics derivatives at the Frankfurt-based exchange.
Qontigo has announced the new composition of the STOXX Europe 600 Index. Effective as of the opening of European markets on September 19, 2022, the following stocks will be added to and deleted from the index and its respective size and sector indices.
This year has seen a steep slowdown in net purchases of global ESG funds, but inflows remain positive. Broader funds, meanwhile, registered USD 139 billion in net outflows in the first six months of 2022, according to Morningstar data.
Futures and options enable investors to take directional views and hedge portfolios as markets pull back and price swings increase this year.
This year’s market volatility and macro shocks have raised a challenge to the thematic investing boom, but also offer a chance to reappraise the benefits of the investment approach. Overall, the funds continue to attract net inflows as investors seek alternatives to traditional sector-based portfolios in their search for long-term outperformance.
The ROOF methodology can capture the ‘sentiment’ of a portfolio relative to its benchmark. We run ROOF scores to determine the risk appetite of investors holding four portfolios aligned with respective Sustainable Development Goals.
The market volatility and macroeconomic disruptions of 2022 have raised a challenge to the thematic investing boom, but also offer a chance to reappraise the benefits of the investment approach.
ESG and climate metrics can be used as signals to generate alpha either on a stand-alone basis or to strengthen traditional style factors, BlackRock’s Andrew Ang explained during the Qontigo Investment Intelligence Summit.
Der iSTOXX® Global Climate Change ESG NR Decrement 4.5 % bietet Zugang zu einem Portfolio, das sich auf einem Dekarbonisierungskurs befindet und der EU-Klima-Benchmark-Verordnung entspricht.
(June 1, 2022) - Qontigo has announced the new composition of the STOXX Europe 600 Index.
The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – Quality, Value, Momentum, Low Size and Low Volatility — through an enhanced multifactor approach designed for core portfolio allocation. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced, well-researched style factor exposures seeking long-term outperformance.
This paper focuses on creating SDG portfolios that maximize exposure to one, two or all SDGs. The study shows that it is quite possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk. An optimizer can help manage that active risk.