All Indices/benchmarks articles – Page 4
-
White papersThe Fine Print of Indexation
A look at opportunity costs, long-term risks and complementary solutions.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
White papersNASDAQ-100 Index Call Writing Overlays
Monetizing Low-Cost Basis Stock Positions while Preserving Long-Term Stock Alpha
-
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.
-
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.
-
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.
-
White papersHold the Inflation Victory Lap
Inflation still appears to be the biggest source of potential volatility in the market, and we think that’s because it will remain the dominant economic story for the foreseeable future.
-
White papersEnvironmental markets – Fundamentals will prevail
In their latest market update, Ulrik Fugmann and Edward Lees, co-heads of our Environmental Strategies Group, give their take on the sell-off in equity markets. They reaffirm their positive outlook for environmental stocks whose current valuations do not, in their view, reflect the strong fundamentals of the underlying businesses.
-
WebinarIntroducing the FTSE JPX Net Zero Japan Index Series
The next generation of climate transition indexes for Japan’s net zero.
-
White papersEquities: Six Factors Behind Divergence in China-U.S. Markets
Since 2004, the FTSE China H50 Index has largely kept pace with the FTSE Emerging Markets Index as well as U.S. indices such as the S&P 500® and Russell 2000
-
White papersChina’s vast opportunity set – Best enjoyed undiluted
Allocations to Chinese equity and fixed income should stand alone rather than be part of global or emerging market strategies for investors looking for diversification and potential excess returns from the vast opportunity set that Chinese financial assets represent.
-
White papersAbsolute return – An absolute must in fixed income
Classical fixed income is already a source of ‘return-free risk’ in this post-pandemic economy awash with central bank stimulus. Reflationary expectations have expedited the rise in interest rates and aggravated the challenges faced by traditional fixed income strategies and indices.
-
White papersWhy now is the time for active management in US equities
We believe now may be the best time in recent history to invest with an active approach in US equities.
-
White papersAvoiding undue equity risk: Preparing for what is ahead in markets
Just one year removed from the start of the pandemic and subsequent economic crisis, investors are again attempting to make sense of market highs. With little place else to turn for potential returns, institutional investors continue to add to equity exposure.
-
White papersESG – Remarkable Progress, Evolving Indices and Futures Growth
The unprecedented economic turmoil caused by the COVID-19 virus has led for calls to reshape the global economy to make it fairer and more environmentally sustainable. Campaigners are challenging governments to direct their record stimulus funds towards projects and investments that benefit broader society.
-
White papersSpotlight on Euro HY - The changing shape of indices
Significant swings in returns, first negative and then positive, have been a feature of the high yield markets, affecting sectors differently. During that time, the economic disruption Covid-19 has caused has led to many more credit rating downgrades.
