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  • Microsoft tops Apple as Russell Rebalance nears

    Blog | Microsoft tops Apple as Russell Rebalance nears

    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.

  • Mind the cap when investing overseas – China A Shares

    Blog | Mind the cap when investing overseas

    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.

  • multi asset whats in a name copy

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

    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 | The US yield curve is not a broken recession indicator

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

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

    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 | US-China standoff catches US economy at low ebb

    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.

  • What have you done with my small cap premium?

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

    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.

  • building blocks for the low carbon economy

    Building blocks for the low carbon economy: Managing climate risk in real estate investing

    Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. This paper focuses on listed real estate, which has historically lacked appropriate tools to allow investors to assess their exposure to climate risk and to integrate it effectively in their investment strategies.

  • capturing the chinese a shares and h shares anomaly

    Capturing the Chinese A-shares and H-shares Anomaly

    The behavior of the price differential between A-shares and H-shares of dual-listed companies will be studied in this article for the sample period from 2006- 2017.

  • China A Shares inclusion – seven key points

    China A Shares inclusion – seven key points

    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?

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

    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.

  • clear path analysis report

    Clear Path Analysis Report: Sustainable smart beta investing for institutional investors

    Recently, a major shift has been observed among asset owners who once took a “tokenistic” approach toward environmental, social and governance and are now looking to integrate it into core investment strategies.

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

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

    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 ...

  • Dynamic evolution in low carbon investing

    Dynamic evolution in low carbon investing

    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.

  • embracing china

    Embracing China’s economic shift through the Total China Concept

    Until recently, international investors’ access to the stocks of Chinese companies has been limited to equities listed in Hong Kong or overseas. This paper summarizes the history of China’s equity market and explains the differences between the many share classes available, helping investors understand how to gain comprehensive exposure to China’s equity markets via the total China concept.

  • ftse ipe february 2018 screenshot

    Evolving investment landscape offers index providers opportunity to shine

    The markets are undergoing a period of profound change. Continued economic globalisation, rising geopolitical tensions, tightening central bank policies and new technologies are combining with changing market structures and regulatory shifts to create a very dynamic landscape.

  • evolving investment landscape offers index providers opportunity to shine

    Evolving investment landscape offers index providers opportunity to shine

    Mark Makepeace, Group Director, Information Services Division & CEO, FTSE Russell, provides insight on how the markets are undergoing a period of profound change.

  • Factor behavior through the cycle – FTSE Dynamic Single and Multifactor Index Series

    Factor behavior through the cycle

    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.

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

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

    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.

  • factor exposure and portfolio concentration

    Factor exposure and portfolio concentration

    The objective of this paper is to assess the relative benefits and drawbacks of the various factor and multi-factor portfolio construction techniques through the lens of factor exposure and portfolio diversification.

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What’s new

  • China A Shares inclusion – seven key points

    China A Shares inclusion – seven key points

    White papersMon, 24 Jun 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?

  • Microsoft tops Apple as Russell Rebalance nears

    Blog | Microsoft tops Apple as Russell Rebalance nears

    White papersThu, 20 Jun 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.

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

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

    White papersThu, 20 Jun 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

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

    White papersTue, 18 Jun 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

    Practical considerations for listed infrastructure

    White papersTue, 18 Jun 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. 

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