Continue active refreshing of this index's data?
Continue active refreshing of this index's data?
About 279 results found
A new white paper from Qontigo analyzes the components of a multi-factor alpha forecast in a universe of US stocks. The alpha has enhanced market returns over the last 20 years, with 2021 showing the best annual results.
Changes follow a market consultation with stakeholders and were devised to bring the German equity benchmarks in line with international standards.
The global benchmark plunged 8.7% in dollars last month, wrapping up its worst month and quarter since the COVID-19 pandemic hit in the first quarter of 2020. The index is down 21% so far in 2022.
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.
The STOXX Global 1800 index rose 0.1% in dollars last month, paring an earlier decline of as much as 5.6%. Value and high-dividend stocks rise, but most other strategies struggle as investors contend with the prospect of higher interest rates.
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.
The Qontigo Investment Intelligence Summit held on May 5 was the stage for a discussion around index-based thematic investing. Two industry experts — from BlackRock and Qontigo — explained why assets are flowing into thematics and why the strategies can best target the upside of a world undergoing structural change.
The STOXX Global 1800 index fell 8.2% in dollars last month, taking its retreat in 2022 to 13.2%. US technology shares slumped 12.9% in month, the worst showing since November 2008.
Qontigo announced the results of the annual Country Classification review for STOXX indices.
As the EURO iSTOXX Ocean Care 40 is named Index of the Year by SRP, we dive deeper into the drivers behind the launch of the thematic index. We talk to Céline Jaquelin, responsible for French Institutional Clients at SILEX, Qontigo’s partner in the design of the Ocean Care indices.
The STOXX Global 1800 index rose 2.7% in dollars last month, with basic-resources and energy companies leading gains for a second consecutive month. The benchmark is still down 5.5% for 2022.