All Mid cap articles
-
White papersIntroducing 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.
-
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.
-
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?
-
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?
-
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?
-
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.
-
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.
-
Video
Navigating Climate Risk with Indices
How can indices bring greater transparency to climate risk?
-
White papers
SPIVA® Around the World
Percentage of active funds outperformed by benchmarks over 1, 3 and 5-year periods
-
White papers
Global Choice Index Series overview
The FTSE Global Choice Index Series is a market-capitalization-weighted index series employing a transparent rules-based methodology. The series is designed to help investors align their investment choices with their values by applying screens in three Product categories and two Conduct categories related to how companies affect society and the environment.
-
White papers
One Small Step for Small (and Mid) Caps, One Large Step for Sustainability: A Recap of the 2021 S&P MidCap 400 ESG Index and S&P SmallCap 600 ESG Index Rebalance Results
In the world of ESG investing, there has long existed a David versus Goliath scenario in which small-and mid-cap companies have often been considered the sustainable underdog.
-
Video
When Active Management Looks Easier
How can style bias impact the perception of active manager outperformance? S&P DJI’s Craig Lazzara and Anu Ganti discuss how a better understanding of style bias can help market participants interpret active manager performance and our SPIVA results.
-
White papers
Climate Scenario Alignment, Net-Zero, and Uncertainty
Both the Net Zero Asset Owners Alliance and Net Zero Asset Managers initiative have signed up to target net-zero GHG emissions by 2050 or sooner, binding trillions of dollars to be decarbonized. This raises the question, how can we grasp these climate targets and practically implement them?
-
White papers
Hidden in Plain Sight: U.S. Equities Beyond the S&P 500®
Mid- and small-cap U.S. equities represent a significant piece of the global market, but they are overlooked by many international investors, particularly those in Europe.
-
White papers
Risk-Adjusted SPIVA Scorecard Year-End 2020
Since 2002, SPIVA scorecards have shown that active funds typically underperform their benchmarks on an absolute return basis. However, active funds could compare favorably to passive investments after adjusting for volatility, if lower active returns were a consequence of risk reduction.
-
White papers
S&P PACT Indices Sector Weight Explanation in Developed and U.S. Markets
In April 2020, we launched the S&P PACTTM (Paris-Aligned & Climate Transition) Indices. The indices aim to align with a 1.5oC climate scenario, the EU’s minimum standards for EU Climate Transition Benchmarks and EU Paris-Aligned Benchmarks, and the recommendations of the Task Force on Climate-related Financial Disclosures (TCFD), while maintaining a broad, diversified exposure.
-
White papers
A European Perspective on the US Mid-Cap Sweet Spot
Should European investors be looking beyond large-cap U.S. equities for core exposure? S&P DJI’s Tim Edwards and State Street Global Advisors’ Rebecca Chesworth explore the case for U.S. mid-caps through broad and tactical sector exposures.
-
White papers
China: 6 reasons why - it poses a unique portfolio optimisation opportunity now
The second largest economy globally – China – is forecast to overtake the United States as the world’s largest economy by 2030
-
-
White papers
Will COVID-19 lead to sustainable change?
The COVID-19 pandemic has led the world into the largest social distancing experiment in history. A USD 2 trillion US government stimulus programme and US Treasury yields below 1% are all the result of the crisis. In addition, oil prices have fallen to below USD 20 a barrel as demand destruction has exacerbated the effects of a collapse in OPEC’s pricing policy. Will the world go back to ‘status quo’ when we exit this dislocation? Probably not. We believe the learnings from the ‘go-remote’ experiment are here to stay. The implications for the future of energy, real estate, work, education, health care delivery and so forth are vast.
