3 supplier articles matched your search
Sort By: Newest firstOldest first
Equal weight is considered by many to be one of the oldest and most time-tested approaches to reduce portfolio concentration and enhance diversification. But how have equal weighted approaches stacked up relative to traditional market cap weighted approaches for long-term risk-adjusted performance? Quite well, in fact, according to new research from FTSE Russell.
The increasing popularity of factor investing has raised questions about the valuation of factors. As with individual stocks, there is no definitive valuation metric that provides a clear answer, and different valuation metrics may well result in different conclusions. Join Sergiy Lesyk, director of Applied Research at FTSE Russell, to learn more about the merits and pitfalls of different measures and approaches.
Equal weight indexes are the simplest type of alternatively-weighted index. By comparison to the standard index construction method of capitalization weighting, an equal weight index is indifferent to a stock’s market value.