All Large cap articles
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White papersOnly 1/4 of large caps are on track to meet the Paris Agreement
The United Nations Climate Change Conference of the Parties (COP) is in its 26th edition this year in Glasgow, Scotland. This is where global head of states, policymakers, and luminaries are gathering to discuss progress and actions in mitigating and adapting to the effects of climate change.
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White papers
Blog | Investors looking for tax transparency against backdrop of landmark global reforms
Earlier this month, the world’s leading economies inked a historic deal to rewrite the rule book on taxation. The deal, signed by 136 nations[1] including all G20 countries, will introduce a global minimum corporate tax rate of 15% and grant countries new rights to tax large companies based on where they earn their revenues, rather than where they are located.[2]
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Video
Navigating Climate Risk with Indices
How can indices bring greater transparency to climate risk?
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Research Report
Russell US Indexes Spotlight Report: Third quarter 2021
Authored by FTSE Russell’s Global Investment Research team, this new quarterly publication provides a deep-dive into the performance and key market drivers of US equities, viewed through the lens of Russell large-cap (Russell 1000), small-cap (Russell 2000), Growth and Value indexes.
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White papers
Russell US Indexes Spotlight Report
Large-cap winning streak continues into Q3, buoyed by Growth outperformance
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White papers
The U.S. Value Stock Rally—Expect a Shift to Quality
We believe value-oriented companies should continue to find generally solid support, and we anticipate a progressive rotation as investors gradually shift focus from early-cycle/deep-value stocks toward higher-quality value companies.
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White papers
Clearing the Hurdles
On a 12-month horizon, this looks to us like an attractive environment for risky assets, but the inflexion point in the current cycle is proving particularly volatile: adopting a more defensive view in the short term may help investors clear the immediate hurdles.
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White papers
The Cycle—Where Are We? Implications for Global Equity Investors
Markets are most afraid of a Fed mistake, but we are increasingly leaning toward a “goldilocks” scenario where inflation fades and economic growth stabilizes. We continue to focus our time on finding stocks where we have an insight about improving economic returns while avoiding stocks that imply unnecessary risks.
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White papers
Introducing the S&P QVM Top 90% Multi-factor Indices
Earlier this year, S&P DJI launched three S&P Quality, Value, and Momentum Top 90% Multi-factor Indices (the “S&P QVM Top 90%” Indices) across our large-cap, mid-cap, and small-cap universes. Each of these indices is tracked by an ETF.
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White papers
Blog | Building a Better Benchmark
Benchmarks have a variety of uses and play an important role in every step of the investment process. Many investors use benchmarks to conduct risk analysis and to develop investment policies and strategies.
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White papers
The Case for Europe’s Strongest Companies
Why Europe can be a rich hunting ground for investors seeking the strongest companies in their field.
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White papers
The Future of Quant Equity
Quantitative equity investing is having a bit of a mid-life crisis. Will the same approach that has worked for many of us for several decades continue to work in the future?
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White papers
Looking Under the Bonnet: Short-Term Strategies
Short-term trading has become an increasingly discussed topic within asset management. But what exactly do we mean by short-term trading? How do these strategies differ from high-frequency trading? And what factors determine their success?
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Podcast
The CIO Agenda: Investing in China
Access to China’s domestic capital markets continues to be relaxed. Can investors benefit from the increased diversification on offer?
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White papers
Blog | US growth stocks get a reprieve as bond yields retreat
In a year marked by many twists and turns, the renewed dominance of US growth stocks in recent months arguably ranks among the most dramatic.
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White papers
The Journey to Net Zero
The landmark Paris Agreement marked a sea change in the global fight against climate change. More than 190 countries are now committed to limiting global temperature rise and offsetting humanity’s contribution to it.
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White papers
Counting the Costs: Minimising Total Price Impact Over Sequences of Trades
Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.
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White papers
Case study: Maintain a fund’s mandated asset allocation ratio through shifting markets
A portfolio manager with a $2 billion portfolio has a mandate to maintain a 60/40 mix (60% equities to 40% fixed income). Within the 60% equities allocation ($1.2 billion), the manager must maintain a 50/50 mix of large-cap equities benchmarked to the S&P 500 and small-cap equities benchmarked to the Russell 2000.
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White papers
Investment Perspectives: Factoring it all In - Q1 2021
After a brief respite in January, developed markets continued to gain ground in the first quarter as vaccine rollouts and the anticipation of more stimulus outweighed an uptick in interest rates.
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White papers
Blog | From headwinds to tailwinds – a reversal in fortune for the FTSE 100?
The UK equity market has suffered from structural underperformance since 2016. We can see this from the cumulative relative performance of the FTSE 100 Index against European and global equities, in local currency terms, beginning as the UK prepared to vote on its exit from the European Union.
