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  • Blog | Microsoft tops Apple as Russell Rebalance nears weblink

    White papers 20 June 2019

    In its recent announcement on projected changes for the Russell US Indexes at this year’s Russell Reconstitution, FTSE Russell highlighted that Microsoft (MSFT) gained nearly 30% market cap since last year’s Russell rebalance through May 10 rank day to become the largest US stock in the Russell US Indexes this year with a total market cap of $974.2 billion.

  • Blog | China A Shares inclusion: The end of the beginning (not the beginning of the end) weblink

    White papers 20 June 2019

    One development that emerging market equity investors have been watching with interest this year is the inclusion of China A Shares in the FTSE Global Equity Index Series (FTSE GEIS).

  • Factor behavior through the cycle - Lessons from the Russell 1000 Index download

    White papers 18 June 2019

    Factors have become an influential force in investors’ decision-making processes, buttressed by a growing body of academic and financial industry research that has affirmed the effectiveness of factors in driving risk and returns. But to get the most value from factor investing strategies, investors should first gain a more comprehensive understanding of how and why factors behave the way they do.

  • Practical considerations for listed infrastructure download

    White papers 18 June 2019

    Infrastructure is an investment category often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. FTSE Russell defines core infrastructure companies as those that own, manage or operate structures or networks used for the processing or moving goods, services, information and data, people, energy and necessities from one location to another.

  • US equity markets hit all-time high as Russell Recon nears weblink

    White papers 14 June 2019

    In its recent announcement on projected changes for the Russell US Indexes at this year’s Russell Reconstitution, FTSE Russell highlighted that total US equity market capitalization reached approximately $31.7 trillion at this year’s Russell Reconstitution May 10 rank day, up 3% from $30.7 trillion total market cap last year.

  • Smart Beta 2019 - Global Survey Findings from Asset Owners The results are in! weblink

    White papers 14 June 2019

    Now in its sixth year, the FTSE Russell global institutional survey provides unique insight into major trends in awareness, popularity and the use of smart beta among global asset owners.  This year it has produced an additional report that examines the integration of ESG into smart beta strategies by asset owners.

  • Factor behavior through the cycle download

    White papers 10 June 2019

    Factors have become an influential force in investors’ decision-making processes, buttressed by a growing body of academic and financial industry research that has affirmed the effectiveness of factors in driving risk and returns.

  • Blog | Mind the cap when investing overseas weblink

    White papers 7 June 2019

    On Monday, June 24, global index provider FTSE Russell will add the China A shares of approximately 1,090 Chinese mainland stocks to the FTSE Global Equity Index Series. Notably, more than one third of these stocks (376) are small cap, with the rest qualifying as mid- and large-cap.

  • Blog | What have you done with my small cap premium? weblink

    White papers 6 June 2019

    Academic research has demonstrated the existence of what is known as the “size” or “small-cap” premium beginning over 30 years ago. Today many investors take it as given that small stocks will outperform large stocks based on this foundational principle of finance. It is a rational expectation, since small stocks are demonstrably more risky than larger stocks, so they should provide investors with additional compensation for bearing this risk in the form of extra return.

  • Blog | Is it a good time to be in the stock market? weblink

    White papers 29 May 2019

    As we enter this year’s annual Russell rebalancing process (also known as the Russell Reconstitution), investors may be interested to know that it has been 35 years since the Russell indexes were created, and the original guiding principles behind the rebalancing process and other features of the Russell indexes have stayed constant over the years.

  • Market volatility: When defense can be the best offense weblink

    White papers 24 May 2019

    It would be tough to argue that low market volatility hasn’t had a good run. But between the selloff at the end of last year and the more recent turbulence triggered by trade war concerns, it would appear we could be nearing the end of this era of relative market tranquility.

  • Fallen Angels in the US credit market download

    White papers 22 May 2019

    A Fallen Angel is a corporate, or sovereign, bond downgraded from Investment Grade (IG) (minimum rating of BBB- with S&P, Moody’s or Fitch) to a High Yield credit rating (of BB , or below with S&P, Moody’s or Fitch). Thus, the downgrade from Investment Grade (IG) to High Yield (HY) is far more significant than a downgrade for a bond staying within the same asset class. Fallen Angels tend to have higher credit-beta than other HY issues as a result.

  • The Carry Concept - FTSE Fixed Income Factor Research Series download

    White papers 22 May 2019

    As a well-known concept to practitioners and academics, carry has been leveraged in the currency markets for decades. With the understanding of such FX carry trades becoming established, recent academic publications have explored this concept cross-markets and showcased evidence of the carry premium across other asset classes.  The “carry and roll-down” concept in fixed income Targeting carry in sovereign markets Extending to corporate bonds. Real ...

  • FTSE Russell China Bond Research Report Q1 2019 download

    White papers 22 May 2019

    Highlights from the May report:  Total holdings of Chinese bonds by offshore investors rose in Q1 of 2019. Offshore investors held 1.76 trillion RMB (US$263 billion) worth of bonds at the end of March, according to data released by Shanghai Clearing House and China Central Depository and Clearing Co, marking a 34.3 billion RMB (US$5.1 billion USD) rise compared to end-December 2018. Some of China’s largest companies have defaulted on their debt ...

  • Blog | ChiNext: Rising stars inclusion in our China A Shares implementation weblink

    White papers 21 May 2019

    Back in September of 2018 we announced the inclusion of China A Shares into our indexes—a move that takes effect in June. The FTSE Global Equity Index Series (GEIS) China A implementation opens up a range of China stocks to investors globally. One interesting detail about it is that ChiNext stocks will be included.

  • FTSE Fixed Income Factor Research Series - The Carry Concept download

    White papers 21 May 2019

    As a well-known concept to practitioners and academics, carry has been leveraged in the currency markets for decades. With the understanding of such FX carry trades becoming established, recent academic publications have explored this concept cross-markets and showcased evidence of the carry premium across other asset classes.

  • Blog | US-China standoff catches US economy at low ebb weblink

    White papers 20 May 2019

    The pickup in headline first-quarter US GDP growth sent out false signals about the underlying health of the US economy, as a closer analysis reveals. And the recent flare-up in US-China trade tensions isn’t helping.

  • Blog | The US yield curve is not a broken recession indicator weblink

    White papers 16 May 2019

    Suggestions that inverted yield curve is an unreliable indicator of pending recession are exaggerated, says Robin Marshall...

  • Blog | Index IDEA: US cap tiers are running neck and neck weblink

    White papers 13 May 2019

    It’s been a real horse race between US large- and small-cap stock index performance in 2019, with both posting strong double-digit gains year-to-date ( 16.2% for the Russell 1000 Index and 17.2% for the Russell 2000 Index as of May 10). And according to our new insight, each is benefitting from its own unique macroeconomic drivers.

  • Index IDEA: US small caps gain strength in 2019 as new investor tools emerge weblink

    White papers 10 May 2019

    After underperforming US large cap stocks by more than 6% in 2018—and more than 8% over the past year as of May 3—US small cap stocks have changed course in 2019, gaining 20.2% relative to an 18.7% return for US large cap stocks through May 3.

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