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  • implementation considerations for factor investing

    Implementation considerations for factor investing

    Institutional investors can’t ignore the role of factors within portfolio construction. When harnessed correctly, factors can enhance portfolio diversification and performance relative to traditional market-cap indexes.

  • ftse actuaries uk gilts index series

    Index Insight | FTSE Actuaries UK Gilts Index Series

    Find out more information on the types of gilts available in the market, and put it all into context by learning about the growth of the gilt market, the gilt issuance process and market appetite, the methodology of the fitted daily yield curves and the governance and oversight of the Index Series.

  • diversification liquidity and transparency

    Insights | Diversification, liquidity and transparency in global-listed real estate

    Listed real estate securities offer investors the opportunity to access the commercial real estate market with the added liquidity, transparency and regulation associated with publicly traded stocks.

  • equal weighting the russell 1000 index

    Insights | Equal weighting the Russell 1000 Index

    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.

  • five year trends and outlook for smart beta

    Insights | Five-year trends and outlook for smart beta

    Over the past five years FTSE Russell has interviewed hundreds of asset owners globally managing over $10 trillion of assets for its smart beta global asset owner survey.

  • ftse saudi arabia inclusion index series

    Insights | FTSE Saudi Arabia Inclusion Index Series: Your keys to the kingdom

    FTSE Russell has launched the FTSE Saudi Arabia Inclusion Index Series, a comprehensive series of global, regional and country-level indexes which can be used as a transitional tool in preparation for the potential inclusion of Saudi Arabia in the widely-followed FTSE Global Equity Index Series.

  • harnessing the long term potential of dividend growth

    Insights | Harnessing the long-term potential of dividend growth

    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 ...

  • incorporating diversity into passive investments

    Insights | Incorporating diversity into passive investments

    The FTSE Women on Boards Leadership Index Series is designed to integrate leadership in gender diversity into a broad market benchmark. These indexes increase exposure to companies based on the strength of their gender diversity leadership at the board level and how well they manage wider impacts on society.

  • indexes and benchmarks made clear

    Insights | Indexes and benchmarks made clear

    This guide provides an introduction to the various purposes indexes can serve and shares some of the important attributes one should consider when selecting an index.

  • indexing the world

    Insights | Indexing the world

    In June 2018, FTSE Russell announced the launch of the FTSE Global Micro Cap Index Series, extending target coverage of the FTSE Global Equity Indexes (FTSE GEIS) to over 99% of the global investable equity market.

  • industry classification benchmark

    Insights | Industry Classification Benchmark: Structural enhancements to the industry categorization framework

    In this paper we describe the enhancements to the ICB framework, outline the rationale for key changes to its structure and summarize the impact of the proposed changes.

  • leveraging factors without using leverage

    Insights | Leveraging factors without using leverage: FTSE Russell Multi-factor Indexes

    The debate goes on about the best way to construct a multi-factor index: a “mixed” composite of individual factors versus an “integrated,” bottom-up approach of simultaneous factor exposures.

  • meeting the demand for listed infrastructure indexes

    Insights | Meeting the demand for listed infrastructure indexes

    Listed infrastructure indexes enable investors to measure the performance of an increasingly important segment of global equity markets.

  • assive aggressive

    Insights | Passive Aggressive: Is ESG integration into passive becoming the new norm?

    The world of index-based investing is in flux as ESG integration into passive is on course to become the norm for new mandates. In the last year there has been a quiet revolution taking place as asset owners have been moving to integrate ESG into index designs for new mandates on core passive portfolios.

  • smart sustainability

    Insights | Smart sustainability: Giving pension providers controlled sustainable exposure

    The next phase in the evolution of both smart beta and sustainable investing has begun. FTSE Russell is providing a flexible framework and tools to combine a variety of sustainability and risk premia factors together into new indexes.

  • the anatomy of smart beta

    Insights | The anatomy of smart beta

    Smart beta indexes have become increasingly popular in recent years, with nearly three-quarters of global institutional investors and asset owners now either using or evaluating smart beta index-based strategies for their portfolios. We examine the origins of smart beta, consider the variety of indexes on offer and their uses, and look into the future of this type of index.

  • the indian fixed income market

    Insights | The Indian fixed income market

    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.

  • the intuitive foundations of smart beta

    Insights | The intuitive foundations of smart beta

    We focus on some smart beta index construction approaches that follow relatively simple, intuitive weighting schemes. Regardless of their methodology, all FTSE Russell smart beta indexes follow transparent, consistent rules in order to achieve the stated index objectives.

  • the leopards spots

    Insights | The leopard’s spots: Russell Style Indexes keep growth and value in focus

    “A leopard can’t change its spots,” is an old saying rooted in the belief that a person’s core character doesn’t change over time. The same cannot be said of the markets, public companies or investment strategies, which is why the Russell Style Indexes have become such powerful tools for portfolio measurement and construction.

  • the russell 1000 equal weight index

    Insights | The Russell 1000 Equal Weight Index: Reduced concentration risk and enhanced diversification

    Equal weighting is the oldest of alternative weighting methods and it has had staying power for good reason. We explore the attributes of equal weighting and explore FTSE Russell’s enhanced methodology, which has an added benefit over simple constituent equal weighting by enhancing sector diversification.

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What’s new

  • managing market volatility

    Managing Market Volatility

    White papersFri, 23 Aug 2019

    Interested in understanding the state of volatility in the current market? This comprehensive package from Clear Path Analysis and FTSE Russell covers all the important focal points with top industry thought leaders including two robust roundtable debates, a white paper and an interview

  • a focus on funded status volatility of corporate db plans

    A focus on funded status volatility of corporate DB plans

    White papersFri, 23 Aug 2019

    Year after year, corporate DB plan sponsor surveys show controlling funded status volatility (surplus risk) as the top priority for their organizations. When liabilities grow faster than plan assets, additional cash contributions are required. At the same time, pension assets and liabilities have become prominent parts of company financial statements that investors use to evaluate company health.

  • study finds value factor applies to fixed income too

    Blog | Study finds value factor applies to fixed income too

    White papersThu, 22 Aug 2019

    The value effect refers to the tendency of stocks with lower valuation ratios to earn above average returns over the long run. This effect—also referred to as the “value premium”—is one of the most well studied and evidenced market factors in equities. However, when it comes to fixed income, there hasn’t been a widely accepted definition of the value factor.

  • whats holding back small caps

    Blog | Index IDEA: What's holding back small caps?

    White papersWed, 21 Aug 2019

    While US small-cap stocks have had decent returns in 2019, they still lag US large caps, with a total return of 11.7% for the Russell 2000 Index relative to a 17% total return for the Russell 1000 Index.* So, what’s holding back US small caps and is it time to give the asset class a second look?

  • not all yield curve inversions are created equal

    Blog | Not all yield-curve inversions are created equal

    White papersTue, 20 Aug 2019

    The inversion of a widely watched part of the US Treasury yield curve last week has rattled markets already nervous about slowing global growth. Such events warrant attention given their recession-predicting history. But the macro and monetary forces driving the recent inversion differ starkly from those in 2006, the first of such inversions preceding the last recession.

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