Content (104)
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White papersWhat Drives the S&P PACT Indices’ Weights?
In April 2020, we launched the S&P PACTTM Indices (S&P Paris-Aligned & Climate Transition Indices). The indices aim to align with the following: a 1.5oC climate scenario, the relevant aspects of the EU Low Carbon Benchmark regulation (BMR), and recommendations from the Task Force on Climate-related Financial Disclosures (TCFD), while maintaining a broad, diversified exposure. The S&P PACT Indices consist of the S&P Paris-Aligned (PA) Climate Indices and S&P Climate Transition (CT) Indices.
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White papers
Why Building a Strong Core Starts with the Index
What does the S&P 500 liquidity ecosystem means for investors? S&P DJI’s Craig Lazzara and State Street Global Advisors’ Rob Forsyth take a closer look at the global reach of this U.S. icon.
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White papers
The Distribution of Alpha
Investment management is a zero sum game. The source of outperformance for a market’s outperformers is the underperformance of the same market’s underperformers. Properly measured, the weighted average sum of the winners’ gains is exactly equal (before costs) to the weighted average sum of the losers’ losses.
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White papers
Reversal or Recovery?
When we think about reversals in the market, we likely think of brief turnarounds in performance. But what if it’s more? What makes a reversal turn into a recovery is a full-fledged long-term improvement in performance.
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White papers
Exploring S&P PACTTM Indices Weight Attribution
We aim to provide transparency around the S&P PACT Indices (S&P Paris-Aligned & Climate Transition Indices), a sophisticated index solution to align with a 1.5°C trajectory (EU PAB and CTB Aligned) and mitigate a multifaceted range of potential financial risks, while assessing opportunities companies may face from climate change, as laid out by the Task Force on Climate-related Financial Disclosures (TCFD).
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White papers
Biden 1, Climate Change 1.5
In a crowded field for “standout tweets from a U.S. president or president-elect,” for those of us who have dedicated careers to tackling sustainability challenges, this may be the most memorable tweet of them all.
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White papers
A European Perspective on the US Mid-Cap Sweet Spot
Should European investors be looking beyond large-cap U.S. equities for core exposure? S&P DJI’s Tim Edwards and State Street Global Advisors’ Rebecca Chesworth explore the case for U.S. mid-caps through broad and tactical sector exposures.
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White papers
The Dangers of Extrapolation
At the end of October, the year-to-date total return of the S&P 500® was barely positive (2.77%), but was well ahead of the returns of the S&P MidCap 400® (-6.63%) and the S&P SmallCap 600® (-13.06%). In November, the 500TM performed very well (10.95%), but the 400TM (14.28%) and the 600TM (18.17%) did much better.
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White papers
How Indexing Has Simplified Factor Investing
Explore two paths to implementing quality in portfolios as S&P DJI’s Shaun Wurzbach and Pavel Vaynshtok join Andrew Neatt from TD Wealth Private Investment Advice for a practical look at using S&P 500 Quality Index and S&P 500 Dividend Aristocrats to protect against short-term shocks and keep long-term goals in reach.
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White papers
The Market Is Up, But So Is Volatility
So far, 2020 has brought us a global pandemic, a coordinated global economic shutdown, and, in the U.S., a notably contentious election. So it’s no surprise that volatility has been, and remains, elevated. Despite all this, equities have fared reasonably (some would say surprisingly) well, with the S&P 500® climbing 13% through Nov. 19 since the end of 2019.
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White papers
Core ESG Indexing Is Engaged to Drive Change
I define core ESG indexing as the use of indices designed to apply environmental, social, and governance (ESG) screening and ESG scores to recognized and sometimes iconic indices like the S&P 500®, S&P/ASX 200, or S&P/TSX Composite.
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White papers
Record Participation in the CSA Powers the DJSI into Its Third Decade
In 2020, the 21st rebalancing of the Dow Jones Sustainability Indices (DJSJ) occurred; however, this is the first time it has taken place solely under the umbrella of S&P Global (after S&P Global’s acquisition of RobecoSAM’s ESG Ratings business in January 2020).
