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  • China A Shares inclusion – seven key points weblink

    White papers 24 June 2019

    As of Monday June 24, China A Shares are included in FTSE Russell’s flagship FTSE Global Equity Index Series (GEIS) benchmarks. Investors and markets have followed the process closely and it has made headlines around the world. But what are the main points?

  • 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.

  • Why pension schemes can lead on climate change; Mersey’s long horizon weblink

    Asset Manager News 28 May 2019

    The long-term investment timeframe that pension schemes take poses enormous challenges but can also lead to innovative investment approaches to difficult issues. In this guest Q&A, Owen Thorne, portfolio manager, monitoring & responsible investment at the Merseyside Pension Fund (MPF) explains how the Fund approached the climate change challenge.

  • 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.

  • FTSE Russell’s Guide to Indexes and ETFs - Why understanding indexes matters so much weblink

    White papers 7 May 2019

    The right Exchange Traded Funds (ETF), start with the right index. ETF due diligence importantly begins with analyzing and understanding the underlying benchmark used. Whether advising clients or selecting investments for client portfolios, the insight provided in FTSE Russell’s Guide to Indexes and ETFs is designed to help you understand indexes and passive strategies to make better informed decisions.

  • Blog | US equities reach new highs despite persistent global economic angst weblink

    Asset Manager News 3 May 2019

    Global equity markets rose in April as easier global financial conditions, signs that China’s slowdown may be bottoming, and better-than-expected US economic data and first-quarter earnings helped buoy risk appetite. However, uncertainty persists over the status of the global economy.

  • Blog | Building solid returns with developed core infrastructure weblink

    Asset Manager News 29 April 2019

    At the end of last year, I posted about how FTSE Russell is meeting the rising demand for developed core infrastructure indexes. The continued environment of yield scarcity had a growing number of investors turning to this asset class for its income-generating potential, and our FTSE Developed Core Infrastructure Index gave them a means to benchmark their returns.

  • Did you know that sustainable investment AUM has now reached US$31 Trillion? weblink

    White papers 29 April 2019

    New Global Sustainable Investment Alliance report says global sustainable investment AUM has reached new heights with US$31 trillion in assets identified as having some form of ESG approach applied to them. This dynamic graphic made for desktop and devices, gives a short history of sustainable investment innovation. Journeying from 2001 (early days of SI) to 2018 (ESG integration becomes the norm), we look at innovations in three categories:  FTSE Russell product development ...

  • Blog | Markets wrestle with late-cycle crosswinds weblink

    Asset Manager News 25 April 2019

    In a rare tug of war, both equities and government bonds have rallied this year as financial markets wrestle with the implications of a synchronized global slowdown.

  • Blog | Index IDEA: Equal weight, unequal performance weblink

    Asset Manager News 24 April 2019

    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.

  • Blog | Infrastructure REITs: A match made in low yield environment heaven weblink

    Asset Manager News 18 April 2019

    For a brief period, it appeared that the extended low yield environment of today might at last be coming to a close. But the Fed’s about-face to a more dovish stance on interest rates has investors again searching for yield, giving a boost to income-producing investments. Two asset classes that have benefited in particular are REITs and Infrastructure, and the combination of them—Infrastructure REITs—have performed notably better than broader REIT and equity indexes.

  • Four factors fueling Europe’s ETF fixed income surge weblink

    White papers 11 April 2019

    ETF usage among institutional investors in Europe has been on the rise, and fixed income ETFs have been a key driver behind this growth. European institutions surveyed in a recent Greenwich Associates study indicated that fixed income ETFs as a percentage of their portfolios more than doubled from 2017 to 2018.1 As fixed income ETF inflows in Europe continue to pick up steam, we’ve identified four primary reasons behind this trend.

  • Blog | Index IDEA: The global equity bounce back weblink

    Asset Manager News 27 March 2019

    Following a challenging 2018 for equity markets around the world, global equity markets have bounced back in a major way thus far in 2019, helped by the rapid easing in global financial conditions led by the US Federal Reserve’s more accommodative policy stance.

  • China's retail investment market: Implications for minimum variance weblink

    Asset Manager News 25 March 2019

    Accessing the China A-Shares Market Via Minimum-Variance Investing (recently published in the Journal of Portfolio Management) explains how minimum variance strategies may work in historically volatile markets such as China.

  • Blog | Deteriorating revenue and EPS growth outlook remains key market headwind weblink

    Asset Manager News 21 March 2019

    Despite broadly easing financial conditions, slowing global growth and pervasive geopolitical uncertainties pose greater hurdles for revenues and profits—and risk appetite—following the recent rally.

  • Accessing the China A-shares market via minimum-variance investing weblink

    White papers 21 March 2019

    In the last 10 years, the concept of the minimum-variance (MV) portfolio has successfully evolved from an academic topic of discussion to an implementable investment theme. Currently, a significant number of investment mandates or products have embraced the concept and allocated financial resources to MV investing. The concept of MV investing is applicable in a variety of geographical regions, but despite its wide applications, MV investing is still a relatively new topic in the China ...

  • Webcast | Managing Volatility: Index approaches for a smoother ride video

    White papers 20 March 2019

    In this webinar Marlies van Boven, PhD, Managing Director Research & Analytics, FTSE Russell examines what popular indexed-based strategies can do to help limit the impact of portfolio volatility and mitigate risk.

  • Dynamic evolution in low carbon investing

    White papers 19 March 2019

    As efforts to reduce greenhouse gas emissions gather pace, the industrial foundations of society are facing a transformation. From the light bulb to the car, from everyday materials like plastics to cement, even our diets will have to adapt in profound ways to make the low carbon economy a reality and to avoid the worst impacts of global climate change.

  • Russell 1000 Equal Weight Index: Equal weighting refined download

    White papers 19 March 2019

    Equal weighting is known as one of the oldest and time-tested approaches to reduce concentration risk and enhance diversification.

  • FTSE Russell China Bond Research Report Q4 2018 download

    White papers 19 March 2019

    China’s US$12 trillion bond market is projected to double in size in the next four years to about US$24 trillion, according to Goldman Sachs. Chinese Government Bonds (CGBs) are forecast to account for an estimated US$4 trillion of that market by the end of 2022...

  • Blog | Hanging in the rebalance: What to expect for FTSE GEIS in March weblink

    White papers 15 March 2019

    At the open of March 18, 2019, FTSE Russell’s semiannual rebalance of its flagship global equity indexes, the FTSE Global Equity Index Series (FTSE GEIS) and derived indexes, including the well- known FTSE All-World Index, will take effect.

  • Blog | Multi-asset: What’s in a name? weblink

    White papers 12 March 2019

    In order to bring some rigor to the process, FTSE Russell takes a volatility-based definition, which we believe cuts through the noise and focuses on what the indexes measure.

  • Blog | Factor valuation considerations weblink

    White papers 7 March 2019

    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.

  • Blog | Gender equality – more to be done across the board weblink

    White papers 6 March 2019

    International Women’s Day presents a great opportunity every year to take stock on progress in the long march toward gender equality. Investors, companies and governments around the world have made headlines with their efforts to achieve better gender balance. Yet, studies demonstrate that there is still much progress to be made, signalling that it’s time to focus on more powerful and collaborative approaches to addressing gender imbalance.

  • FTSE Russell Blog weekly recap 22nd Feb 2019 download

    Asset Manager News 22 February 2019

    Index IDEA: Fixed income cartography meets index methodology...

  • The right ETF starts with the right index download

    White papers 20 February 2019

    Indexes are what power Exchange Traded Funds (ETFs), but not all indexes are created equal. A better understanding of indexes and passive strategies can help Advisors improve investment outcome and gain a competitive advantage.

  • FTSE Russell Blog weekly recap 15th Feb 2019 download

    Asset Manager News 15 February 2019

    Transitioning a portfolio to address ESG risks and opportunities can appear daunting. Here are five insights that may help.

  • Implementation considerations for defensive strategies: A look at three approaches download

    White papers 13 February 2019

    Recent market turbulence has refocused attention on the potential long-term benefits of defensive investment strategies. In this new paper, we take an in-depth look at three such approaches: Low Volatility Factor (LVF), Minimum Variance (Min Var) and Equal Risk Contribution (ERC). While similar in their use of risk measures to reduce the risk of the portfolio, these strategies have very distinct objectives, portfolio construction methodologies, exposures and investment outcomes.

  • Insights | The Indian fixed income market download

    White papers 8 February 2019

    With a burgeoning economy and two-thirds of its massive and rapidly growing population of working age, India is viewed by many as a highly attractive country for doing business. This paper surveys the state of the Indian Rupee-denominated fixed income markets and considers the opportunities for foreign investors.

  • Insights | Harnessing the long-term potential of dividend growth download

    White papers 8 February 2019

    Dividend growth strategies have often been regarded as attractive sources of income due to their resiliency in market downturns and subsequent participation in market rallies. This paper explores the key characteristics and return patterns that have differentiated dividend growth strategies over time as well as explores the dividend growth methodology that ensures the long-term viability of dividends being paid. Read our latest paper to see how dividend-paying US small caps have performed ...

  • FTSE Russell's Inside ETFs Breakfast Workshop

    Asset Manager News 7 February 2019

    Start your day with an interactive roundtable breakfast, courtesy of FTSE Russell and industry leaders from a variety of ETF issuers.

  • Surveying the UK Equity Market and Economic Landscape download

    White papers 16 January 2019

    This research paper from FTSE Russell examines the main attributes of this diversified and international market, analysing the similarities and differences between the family of FTSE UK indexes.

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