"I love Qontigo - Financial Intelligence Innovator | Qontigo"

2022-05-04 05:23:27

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Select Your Language Deutsch Français Italiano 日本語 简体 Select Your Account Axioma STOXX DAX Request Info Solutions Back Analytics Risk Models and Curves Equity Factor Risk Models Fixed Income Risk Models Multi-Asset Class Risk Model Credit Spread Curves Custom Risk Models Portfolio Construction Portfolio Optimization Portfolio Backtesting Direct Indexing Performance Attribution Portfolio Risk Management Portfolio Risk Management Portfolio Stress Testing Performance Attribution Regulatory Reporting Index Flagship Indices Flagship Indices Overview Benchmark Indices Blue-Chip Indices Size Indices Sector Indices Sustainability Indices Sustainable Indices Overview Climate Benchmark Indices ESG-X Indices ESG Indices ESG Leaders Low Carbon Indices ESG Target and ESG Target TE Indices ESG Broad Market Indices Thematic Indices Thematic Indices Overview Revenue-Based Thematic Indices AI-Based Thematic Indices Analytics-Enhanced Indices Factor-Based Indices Factor-Based Indices Overview Factor and ESG-X Factor Indices Equity Factor Indices Industry Neutral Factor Indices Dividend Indices Minimum Variance Indices Multi Premia Indices Asset Class Indices Strategy Indices Client Segments Asset Managers Asset Owners Hedge Funds Wealth Management Sell Side NEW RISK MODEL Axioma Credit Spread Factor Risk Model Learn More ESG & Sustainability Back ESG & Sustainability Our Sustainable Solutions News & Research Sustainability Investment Policy Investment Advisory Board News & Research Back Insights & Research Blog Posts Case Studies Whitepapers Qontigo Quarterly Insight ALL Newsletters Fixed Income Charts Monthly Index News Risk Monitors ROOF Highlights News & Events Events News & Media Mentions Press Releases New Whitepaper Thematic investing in the current climate Download Now Index Data & Resources Back STOXX Index Data General Indices Customized Indices Data Vendor Codes Factsheets & Components Market Consultation Exchange Traded Products Technical Documentation Help Methodology Rulebooks Withholding Tax Sector Classification ICB Country Classification Dissemination Data Composition Lists Index Values & Divisors Currency Rates Historical Component Changes Corporate Actions Reports Periodic Review Calendar Selection Lists Review Reports Monthly Data Services Academic Data License Agreement Form Announcements Index Updates Dissemination Methodology Systems & IT Legal Trademarks Disclaimers DAX Index Data General Indices Customized Indices Data Vendor Codes Factsheets Market Consultation Exchange Traded Products Technical Documentation Methodology Rulebooks Data Compositions & Indicators Rankings Scenarios Services Index Licensing iNAV Webshop Historical Data Index Data / MD+S Interactive Announcements Legal Trademarks Disclaimers Index Regulations STOXX Index Regulations DAX Index Regulations Complaints Market Consultation Provide input on proposed changes to DAX indices, including treatment of corporate actions, weighting and capping Participate > Company Back Learn About Qontigo Our Company Vision & Mission History Locations Partnerships Recognitions & Awards Our People Careers Shareholder Committee Global Leadership Team Applied Research Team Service and Support Our Technology Modern Tech Solutions Incubation Request Info Legal/Privacy Portal Locations Careers Subscribe English Deutsch Français Italiano 日本語 简体 Optimize investment impact with Qontigo’s innovative index, analytics and risk solutions Your view, uncompromised. At Qontigo, we partner with our clients to create solutions that empower investment intelligence to drive targeted sustainable returns.With our award-winning STOXX and DAX indices and institutionally-proven Axioma analytics, we deliver sophisticated solutions at scale backed by modern technology, open architecture and unparalleled client focus.  Learn More Key indices Current performance from featured STOXX and DAX indices All indices EURO STOXX 50 Loading… EURO STOXX 50 ESG Loading… DAX Loading… DAX 50 ESG Loading… EURO STOXX 50 Loading… EURO STOXX 50 ESG Loading… STOXX Global 1800 Ax Momentum Loading… STOXX USA 500 Loading… STOXX USA 500 ESG-X Loading… Updated upon page load and reflects the latest available data with a 15 minute delay. Style factor performance Track performance of top 3 and bottom 3 factors for the Axioma World Wide Model (AXWW4) over the past 3 months More Data Medium-Term Momentum 1.97% Earnings Yield 1.15% Liquidity 1.09% Market Sensitivity -1.97% Size -2.81% Volatility -3.46% Updated daily. Events Leveraging Qontigo’s Axioma MAC Risk Model in Charles River May 18, 2022 | 10am U.S. EDT / 3pm U.K. BSTThe ability to analyze risk and performance across a broad portfolio of equities, fixed income, FX and commodities is critical for firms managing complex multi-asset class (MAC) investment products. Derivatives Forum Frankfurt 2022 Wednesday, May 25, 2022Sean Smith and Axel Lomholt will discuss index trends and product innovations at the Derivatives Forum Frankfurt 2022. Qontigo Investment Intelligence Summit: New York Thursday, May 19, 2022Our flagship event is back in person in New York, where we will bring together practitioners, academics, partners and clients across the financial and technology space. Qontigo Insight™ Q1 2022 Risk Review, APAC Join the Qontigo Applied Research Team for a review of Q1 2022 and an analysis of the key drivers of market volatility during that period. In this webinar, we will decompose the sources of risk that affected markets in the previous quarter to uncover insights on their impact on portfolios and discuss ways investors can use this information in their investment process. We will also look at cross-asset class risk and identify any changes in major relationships by risk type which could affect multi-asset class portfolios. Finally, we will review the state of investor sentiment using Qontigo’s ROOF Scores to assess the likelihood of near-term market movements.This quarter, we will put special focus on the impact the situation in Ukraine has had on equity markets. A representative from Eurex will join us to discuss how global derivatives markets have reacted. SIMCorp IUCM 2022 April 26, 2022Macro-economic risks are larger than they appear in the factor risk lensFundamental managers often make stock selections and weighting decisions based on an economic outlook. Factor-based managers, in contrast, are more likely to follow a purely bottom-up approach, where the goal of the process is to maximize exposure to one or more styles. Yet they often end up with significant economic exposures as a result of the correlation between style factor and economic variables. In this session, we will use a macroeconomic model to evaluate exposures for style-based portfolios, as well as illustrate how fundamental managers can ensure their top-down views are reflected in their portfolios. Alpha Summit GLOBAL May 17-19, 2022Qontigo are sponsoring this years virtual event where over three days, Alpha Summit GLOBAL will deliver the one-of-kind experience that only CFA Institute can—with content sessions focusing on the investment industry’s biggest challenges and most compelling trends. Unique access to industry luminaries and thought leaders will provide insights on five main themes. This dynamic experience will connect you with the content you need to know, as – together – we set our vision on shaping the future of our profession – our industry – our lives. Qontigo Investment Intelligence Summit: London Our flagship event is back in person in London, where we will bring together practitioners, academics, partners and clients across the financial and technology space. Register Today > WHITEPAPER Forward-looking Climate Metrics: An introduction to the current global landscape DOWNLOAD WHITEPAPER Three Different Flavors of Sustainable Investing in the US DOWNLOAD WHITEPAPER The Best Bang for Your Climate-Aware Buck (Or Pound, Euro, Yen – You Name It) DOWNLOAD News & research Portfolio Risk Management Multi-Asset Class Risk Monitor Highlights | Week Ended April 29, 2022 Sovereign yields rocked by geopolitical concerns and monetary-policy expectations; Dollar soars over widening rates gap; Soaring FX and equity volatilities boost portfolio risk. Portfolio Risk Management Qontigo ROOF™ Score Highlights: Week of May 3, 2022 The recovery in investor sentiment which began in late March in most markets except China, peaked and started to reverse last week, ending lower in all markets except Japan. Portfolio Risk Management Equity Risk Monitor Highlights | Week Ended 28 April 2022 Global market rout led by Financials; China becomes riskiest among major regions; US Earnings Yield outperforms amid mixed reports. Benchmarks Together in ’22: Qontigo Investment Intelligence Summit returns to London, New York After two years of virtual gatherings, I’m thrilled to announce thatthe 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 inLondonon May 5 and inNew Yorkon May 19. The two events will offer insights on some of the most important […] Portfolio Risk Management Qontigo strengthens fixed income models suite with enhanced credit spread model Qontigo, a leading provider of innovative risk, analytics, and index solutions, has enhanced its Axioma Credit Spread Factor Risk Model (Credit Factor Model) with the addition of credit default swaps (CDS) and increased factor coverage. The model results in better risk forecasting for asset managers, asset owners and hedge funds with portfolio exposure in the high yield and investment grade space. Thematic Investing New thematic ETF tracks booming ETF industry The exchange-traded fund offers exposure to an industry whose phenomenal growth has only accelerated in recent years. The underlying STOXX USA ETF Industry tracks US companies with the highest revenue exposure to businesses involved in the design, issuance, sale and trading of ETFs worldwide. ESG & Sustainability BlackRock subscribes to the sustainable development goals dataset of the SDI Asset Owner Platform The Sustainable Development Investments Asset Owner Platform (SDI AOP) and Qontigo, its exclusive distribution partner, have announced that leading asset manager BlackRock has subscribed to the SDI AOP dataset. Portfolio Risk Management Multi-Asset Class Risk Monitor Highlights | Week Ended April 22, 2022 Stocks and bonds fall together over tighter monetary-policy expectations; Higher rates and global growth concerns boost the dollar; Portfolio risk drops further, as equity volatility continues to decline. Analytics Axioma is the most sophisticated suite of quantitative risk analytics and portfolio-construction tools available. We partner with clients to create solutions that adapt to their unique needs, powered by best-of-breed APIs and cloud-native technology. Index Our STOXX and DAX indices stand for quality, transparency and customization. We have earned our reputation as the leading provider of European tradable indices thanks to an unsurpassed technology foundation. Get Started Realize new investment strategies and generate alpha in today’s changing investment landscape. Request Info Stay in touch Sign up to receive Qontigo’s news, research, and event invitations directly to your inbox. Subscribe Get social Connect with us on social media for the latest news and exciting announcements. Legal/Privacy Portal Locations Careers Subscribe English ©2022 Qontigo. All rights reserved. Cookie Settings Request More Information