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Variety in ESG data can enrich investment strategies and provide an edge in performance. Qontigo’s open-architecture approach is to find and leverage the most robust sustainability information available, with no limitation to any single provider, for each investing case.
Qontigo and Willis Towers Watson have launched an innovative family of climate transition indices driven by a next generation methodology that directly quantifies the impact of a Paris-aligned climate transition on equity valuations.
Qontigo has licensed four Vietnam-focused indices to Korea Investment & Securities as underlyings for Exchange Traded Notes.
A Qontigo analysis shows that the DAX enlargement contributed to the German benchmark’s diversification, decrease in concentration, stability and market representation, and resulted in relatively limited changes to style exposures. In most cases, those changes were not of significant nature.
The A-share market is up 18% in 2020 as improving economic data emboldens domestic investors in the first country hit by COVID-19.
Negative or exclusionary screening is the most popular environmental, social and governance (ESG) strategy among asset owners and managers.
October’s market move is the type of event that can determine a portfolio performance for the entire year. The sharp pullback in stocks has underscored the benefits of a low-volatility strategy: holding the less risky parts of the market has often been worth the price of missing out on the beta rallies.
A slump in Chinese shares is turning out to be one of this year’s most defining market events. The STOXX® China A 900 Index has dropped 19% since Jan. 1.
