Blog posts

Two panels at the SRP Europe Conference 2023 discussed the role of index design in building structured products for a changing market landscape. Topics covered include rising interest rates and volatility, and growing demand for sustainability and thematic investment strategies.

The modular STOXX World indices allow investors to flexibly build portfolios covering a broad and liquid universe of stocks, slicing and dicing the world’s equity markets along regions, countries, market capitalization and sectors.

The exchange during a recent Savvy Investor webinar centered around ways to measure companies’ contribution towards achieving the United Nations’ Sustainable Development Goals (SDGs) and use those metrics in investment processes.

Changes were announced as part of the March regular review of the DAX 50 ESG, DAX 50 ESG+, DAX ESG Target, DAX ESG Screened and DAX indices.

The STOXX Global 1800 index fell 2.3% in dollars but climbed 0.1% in euros in February. Better-than-expected US economic reports in the month raised concerns that the Federal Reserve will hike interest rates further and for longer.

Four new indices have been added to the STOXX Equity Factor suite, which offers diversified multifactor exposure to five equity style risk premia sources. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced and well-researched factor exposures, seeking long-term outperformance.

Since late 2021, the STOXX Emerging Markets 1500 index has shown lower forecast and realized volatility than the STOXX Global 1800, a benchmark for developed economies. Using Axioma’s Factor Risk Models, a new whitepaper from Qontigo’s Applied Research team investigates the drivers of this anomaly.

Using Axioma’s Macroeconomic Projection Model, we decompose the risk factors that drove returns in the STOXX Global Broad Infrastructure between 2020 and 2022. The results show the index had a positive exposure to the risk model’s inflation factors, meaning it stood to benefit from rising global inflation expectations.

The STOXX Global 1800 index rose 7% in dollars and 5.1% in euros last month, amid expectations that inflation worldwide may have peaked and that any recession in key developed economies may be mild.

In the current environment of rising inflation, interest rates, and geopolitical uncertainty iShares relaunched two ETFs in its factor suite (LRGF and INTF), using a multifactor strategy from index provider Qontigo.

The largest constituent of Germany’s equity benchmark has announced it plans to delist its shares from the Frankfurt Stock Exchange. A replacement in DAX and STOXX indices will be announced on Feb. 17.

Qontigo is proud to announce the unveiling of a new version of its logo, featuring our Chinese name, 旷势 (Kuangshi).