Continue active refreshing of this index's data?
Continue active refreshing of this index's data?
News & Research
Most Recent News & Research
![Multifactor strategies: Proving their worth in the factor investment landscape](jpg/po490_listing.jpg)
Index | Factor Investing
Multifactor strategies: Proving their worth in the factor investment landscape
A new study from specialists at BlackRock and STOXX explores the potential benefits of low tracking-error, multifactor portfolios. While factor investing has historically been dominated by single-factor strategies with relatively strong tilts, the authors show that diversification across multiple factors with smaller tilts and less tracking error can pay off in the long run.
![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.
![Qontigo expands STOXX multifactor indices for iShares ETFs by BlackRock](jpg/po525-2nd-intro-900x350.jpg)
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.
![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.
![LGIM switches to iSTOXX World Min Vol ESG index for pension fund mandate](jpg/po551-intro-900x350.jpg)
The customized index is an optimized solution that balances multiple investment objectives and uses various inputs, including LGIM’s proprietary ESG data.
![BlackRock and Qontigo’s collaboration: iShares multi-factor ETFs track STOXX indices to deliver consistent, risk-managed exposure for a portfolio’s core](jpg/po534-intro-900x350.jpg)
Index | Factor Investing
BlackRock and Qontigo’s collaboration: iShares multi-factor ETFs track STOXX indices to deliver consistent, risk-managed exposure for a portfolio’s core
Lukas Smart, Head of US iShares Sustainable and Factors Product Segments, and Arun Singhal, Qontigo’s Global Head of Index Product Management, discuss the recent update to BlackRock’s multi-factor offering and the outlook for factor investing.
![Not so fast. Factor investing is alive and doing well!](jpg/po538-original-2-900x350.jpg)
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.
![BlackRock’s Ang on sustainability alpha signals: ESG and factors as ‘best friends’](jpg/andrew-ang_1-ny-summit-2022_intro-900x350.jpg)
Index | Factor Investing
BlackRock’s Ang on sustainability alpha signals: ESG and factors as ‘best friends’
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.
![Qontigo launches modern STOXX multifactor indices to underlie iShares ETFs managed by BlackRock](jpg/po525-2nd-intro-1-900x350.jpg)
Index | Factor Investing
Qontigo launches modern STOXX multifactor indices to underlie iShares ETFs managed by BlackRock
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.
![IIA’s Rick Redding: ‘Indices continue to evolve; their core benefits remain’](jpg/po515-rick-redding-intro-900x350.jpg)
The Index Industry Association (IIA) provides education and advocacy on behalf of independent index providers worldwide, CEO Rick Redding explains to Qontigo’s blog. With the transformation of the role and shape of indices in full swing, he sees huge possibilities for the industry and for investors ahead – as well as key challenges.
![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 […]
![Unlocking the return potential in factor investing](jpg/introducing-factor-indices-intro-900x350.jpg)
For years, factor investing has demonstrated its potential to outperform the general market.