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News & Research
Most Recent News & Research
![MASTERCLASS: Factor Investing – June 2023](jpg/best-index-provider-900x350.jpg)
Recent market developments and investing trends have prompted investors to reconsider their investment allocations. Factors assist investors in understanding the present market and informing their investment decisions. Melissa Brown, Managing Director of Applied Research, joins two experts to discuss factor investing in this video.
![European financial stocks hit hardest by banking turmoil](jpg/europeanfinancialscrisisblog_intro-900x350.jpg)
The collapse of a Californian bank triggered a rapidly-spreading banking crisis, with Europe suffering the brunt of it. European Banks, Financial Services firms and Insurers have fallen more than their US counterparts, while the risk of each one of those sectors in Europe has jumped.
![Bank credit spread contagion – how bad could it get?](jpg/po597-intro-900x350.jpg)
The recent collapse of several banks has sparked fears of a 2011-style “doom loop,” in which losses in the financial sector spread to the wider economy. So far, contagion has been limited, but a further deterioration in credit quality could result in drawdowns across all sectors.
![Infrastructure: a portfolio’s barrier against inflation](jpg/po587-intro-900x350.jpg)
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.
![Macroeconomic exposures of style indices: What you don’t know could hurt you](jpg/po565-intro-900x350.jpg)
Index | Factor Investing
Macroeconomic exposures of style indices: What you don’t know could hurt you
We look into the economic risks of employing factor-style strategies such as those in the STOXX Factor Indices, by screening them through Axioma’s Macroeconomic Projection model. The findings show that some styles have more economic exposure than others, and that macro variables can be correlated with industry, country and style factors, to different degrees.
![From pandemic profiteers to stagflation hostages: FAANGs stranglehold weighs on US market](jpg/faangs-intro-900x350.jpg)
Index | Benchmarks
From pandemic profiteers to stagflation hostages: FAANGs stranglehold weighs on US market
The FAANGs — Facebook (now Meta), Amazon, Apple, Netflix and Google (i.e., Alphabet) — are having an annus horribilis. But they still have gains to show for the past three years, and, importantly for investors, the group’s influence on the US market has only decreased so much.
![Measuring the implied risk tolerance of SDG-optimized portfolios](jpg/sdg-july-2022-intro-900x350.jpg)
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.
![How moves in bond yield curves affect the International Real Estate Index](jpg/po5353-intro-900x350.jpg)
A new Qontigo white paper analyzes the effect of changes in term spreads, or the difference between long- and short-term sovereign bond yields, on the performance of the iSTOXX Developed and Emerging Markets ex USA PK VN index. The findings show a rise in term spreads has, overall, helped returns for the global real estate index since 2019, but the relationship varies depending on regional exposure and period.
![How efficient an inflation hedge is real estate?](jpg/po528-inflation-real-estate-intro-900x350.jpg)
A new Qontigo white paper runs the numbers on the iSTOXX Developed and Emerging Markets ex USA PK VN, a global real estate index, to understand the relationship between expected inflation in the US, Europe and the UK, and index returns. The findings show that the sector has represented a good overall inflation hedge over the last couple of years, although regional and portfolio considerations can create exceptions.
![Together in ’22: Qontigo Investment Intelligence Summit returns to London, New York](jpg/qontigo-summit-2022-audience-from-2018-intro-900x350.jpg)
Index | Benchmarks
Together in ’22: Qontigo Investment Intelligence Summit returns to London, New York
After two years of virtual gatherings, I’m thrilled to announce that the flagship Qontigo Investment Intelligence Summit will return in person this May. This year’s Summit, which we have called ‘Together in ’22,’ will take place in London on May 5 and in New York on May 19. The two events will offer insights on some of the most important […]
![Beyond ESG: From ‘How Does Sustainability Affect My Portfolio’ to ‘How Does My Portfolio Affect the World?’](jpg/beyond-esg-intro-900x350.jpg)
Index | ESG & Sustainability
Beyond ESG: From ‘How Does Sustainability Affect My Portfolio’ to ‘How Does My Portfolio Affect the World?’
ESG integration, sustainability, and impact investing…While there may be overlap in the meanings of these terms, they each represent a distinct approach to “doing well while doing good” in investor portfolios.
![Climate Transition Risk – The Market Impact You Get for the Climate Impact You Had](jpg/climate-change-intro-900x350.jpg)
Index | ESG & Sustainability
Climate Transition Risk – The Market Impact You Get for the Climate Impact You Had
Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.