All Indices/benchmarks articles
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White papersThe Active Foundations of Sustainable Investing
As ESG and sustainability indices proliferate, we argue that sustainable investing is inherently an active management discipline.
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White papersTaking Stock
As we reach the halfway point of an unexpected year for markets, what’s next for equities?
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VideoA tale of two indices
In our latest video insight, Fraser Lundie, Head of Fixed Income (Public Markets), shares his view on the diverging VIX and MOVE indices, and why he believes the market is at a turning point.
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White papersThe Fine Print of Indexation
A look at opportunity costs, long-term risks and complementary solutions.
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White papersA Tale of Two Indices
How an “optical illusion” might be making the S&P 500 look more expensive, and better-performing, than it really is.
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White papersClimate Transition: Choosing an Index
Climate transition strategies involve challenging implementation questions. Among the most important is choosing an index. This paper explores the trade-offs and makes a case for using standard market indexes.
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White papersDoes sustainable investing have a future in the U.S. market? Part 2
In this series, Bloomberg’s Sustainable Indices team takes account of current market sentiment and conditions surrounding sustainable and ESG investing in the U.S. market and explores opportunities for 2023. Catch up on the Introduction and Part 1 which discusses opportunities to Use ESG without using “ESG”.
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White papersUnlocking the Investment Potential of “S” in ESG
Social issues are perhaps the most difficult to research and least understood by investors with an environmental, social and governance (ESG) focus. But the risks and opportunities they represent are growing, and investors need a way to step up to the challenge.
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White papersNo Country Thrives on an Empty Stomach
In this follow-up on EM vulnerability to rising food prices and political instability, we update our analysis on food prices and incorporate countries’ unemployment numbers using a misery index.
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White papersA look into PAB optimization approaches for Fixed Income Investors
In this blog, the Bloomberg Sustainable Indices team discusses the rise in popularity of Paris-Aligned Benchmarks and provides an overview of certain optimization approaches for fixed income investors.
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White papersLow volatility equities: the bursting of a bubble or just interest rate exposure?
The MSCI World Minimum Volatility Index has had a very poor run of performance recently. In absolute terms the index generated a negative cumulative performance of minus 5.7% for the period from 1 July 2016 through 30 November 2016. Over the same period the MSCI World Index generated a positive return of 4.3%.
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White papersLow-volatility equities under COVID-19
Many investors consider low-volatility stocks to be reliable defensive equity investments over the long term, delivering higher risk-adjusted returns than traditional market capitalisation indices.
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White papersSNB wary of inflation amid seismic FX policy shifts
The SNB lifted rates at its last policy meeting, undeterred by the uncertainty plaguing the banking sector and resolutely focusing on inflation. We explore recent monetary policy developments, including profound changes in how the central bank regards and communicates on foreign currency interventions.
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White papersFinding secure income in inflationary times
Renos Booth, Isabel Gossling and Kris McPhail discuss what real estate long-income strategies can deliver in the face of spiking inflation across Europe.
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White papersDoes sustainable investing have a future in the U.S. market? Part 1
In this series, Bloomberg’s Sustainable Indices team takes account of current market sentiment and conditions surrounding sustainable and ESG investing in the U.S. market and explores opportunities for 2023. Catch up on the introduction here.
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White papersNASDAQ-100 Index Call Writing Overlays
Monetizing Low-Cost Basis Stock Positions while Preserving Long-Term Stock Alpha
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White papersHow to Calculate the Most Important Number You Need to Know
For better or worse, the path of this year’s U.S. Consumer Price Index will determine the level of markets.
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White papersWhat do we Learn from a Machine Understanding News Content? Stock Market Reaction to News
Using textual data extracted by Causality Link platform from a large variety of news sources (news stories, call transcripts, broker research, etc.), we build aggregate news signals that take into account the tone, the tense and the prominence of various news statements about a given firm. We test the informational content of these signals and examine how news is incorporated into stock prices.
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White papersProspects for emerging equities are encouraging
Next year is likely to be a relatively lacklustre one for global equities. But that would still be a major improvement on the dismal 2022.
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White papersU.S. markets outlook for 2023
The S&P 500 Index recorded its worst year in more than a decade in 2022, falling 13.1% through to 30 November. And investors face more market volatility in the year ahead as the macroeconomic environment poses headwinds for many companies.
