All Indices/benchmarks articles
-
White papers
The Bloomberg Fixed Income Indices are Turning 50
The Bloomberg Fixed Income indices’ history traces back to 1973 when the Kuhn, Loeb & Co. investment bank created the first version of bond total return indices. Over the subsequent decades, the ownership of these benchmarks has been passed to Lehman Brothers then Barclays before getting acquired by Bloomberg LP in August 2016.
-
White papers
Cracking the code of pricing power
This article provides a summary of key concepts from our latest whitepaper, “Pricing Power Everywhere”, written by Steve Hou, PhD, Quantitative Researcher at Bloomberg.
-
White papers
Private Markets Update
Private equity performance has thus far held up well in 2023 as the market landscape shifted and key trends emerged across the phases of the private equity cycle: fundraising, deal activity, debt financing and exit opportunities.
-
White papers
Are markets pricing in manufacturing’s comeback?
A significant number of surveys are pointing to a recovery in manufacturing. This is usually the most cyclical sector of an economy, and many economists choose to dissect it to interpret the economic cycle. In this weekly edition of Simply put, we ask whether this recovery can generate an upturn in corporate earnings.
-
White papers
The Active Foundations of Sustainable Investing
As ESG and sustainability indices proliferate, we argue that sustainable investing is inherently an active management discipline.
-
White papers
Taking Stock
As we reach the halfway point of an unexpected year for markets, what’s next for equities?
-
Video
A 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.
-
White papers
The Fine Print of Indexation
A look at opportunity costs, long-term risks and complementary solutions.
-
White papers
A 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.
-
White papers
Climate 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.
-
White papers
Does 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”.
-
White papers
Unlocking 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.
-
White papers
No 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.
-
White papers
A 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.
-
White papers
Low 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%.
-
White papers
Low-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.
-
White papers
SNB 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.
-
White papers
Finding 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.
-
White papers
Does 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.
-
White papers
NASDAQ-100 Index Call Writing Overlays
Monetizing Low-Cost Basis Stock Positions while Preserving Long-Term Stock Alpha