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Posts From S&P Global

Approaches to Benchmarking Listed Infrastructure

Approaches to Benchmarking Listed Infrastructure

🕔13:58, 4.Jul 2022

Investing in infrastructure has become popular among institutional and private investors in recent years. Investors could be attracted to the potentially long-term, low-risk and inflation-linked profile that can come with infrastructure assets, and they may find that it is an

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A Balanced Approach to China A-Shares: The S&P China A 300 Index

A Balanced Approach to China A-Shares: The S&P China A 300 Index

🕔14:11, 4.Apr 2022

China’s economy and equity market have grown substantially in size and prominence over the past decade. Mainland-listed China A-shares have likewise become more accessible to global investors during this expansion, broadening the opportunity set beyond offshore shares. As of Jan.

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Recovery in Europe

Recovery in Europe

🕔14:58, 29.Mar 2022

In spite of the ongoing COVID-19 pandemic throughout 2021, European equity markets were buoyant, recovering well from the extreme volatility of the previous year. The S&P Europe 350® was up 26.1% in 2021.

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Taking a tactical approach to a new investment era

Taking a tactical approach to a new investment era

🕔13:10, 1.Jul 2021

Investors across the Asia Pacific region are becoming more selective in their asset choices, with long-term capital growth, diversification and sustainability playing key roles in where, why and how they allocate in 2021, according to an exclusive survey by AsianInvestor

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A Matter of Degrees: Aligning ESG Strategies with the Paris Agreement

A Matter of Degrees: Aligning ESG Strategies with the Paris Agreement

🕔15:32, 20.May 2021

Indexology SPRING 2021 Magazine: We talked with Francois Millet, Managing Director and Head of Strategy, ESG, and Innovation at Lyxor ETF, and Jaspreet Duhra, Senior Director and Head of EMEA ESG Indices at S&P DJI, about the evolving role of ESG

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Exploring Techniques in MultiFactor Index Construction

Exploring Techniques in MultiFactor Index Construction

🕔14:07, 30.Mar 2021

The benefits of diversifying across a multitude of smart beta equity factors have been supported and explained in a host of research and literature1 . Single-factor indices (quality, value, momentum, low volatility, and small size) may reward market participants over the long term, but can be notoriously difficult to time over the shorter term. Multi-factor indices, on …

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The S&P 500 ESG Index: Defining the Sustainable Core

The S&P 500 ESG Index: Defining the Sustainable Core

🕔14:38, 20.Nov 2020

Index Education The launch of the S&P 500 ESG Index in April 2019 signaled an evolution in sustainable investing. Indices based on environmental, social, and governance (ESG) data were no longer simply a means for companies to declare their sustainability

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Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔09:18, 3.Nov 2020

Above-average equity volatility continued in October, despite a decline from last month’s level for the S&P 500 and most of our reported indices. The short-term trend was less encouraging: much of October’s volatility occurred during a choppy final week as

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SPIVA® U.S. Scorecard

SPIVA® U.S. Scorecard

🕔09:58, 24.Sep 2020

Drastic volatility hit the U.S. stock market in the first half of 2020. The S&P 500® declined by 3.1%, with negative returns also posted by the S&P MidCap 400® (-12.8%) and the S&P SmallCap 600® (-17.9%). The S&P 500 reached

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Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔13:16, 2.Sep 2020

As the global economy continued to inch back towards normality and equity markets recovered ground, most of our reported risk indicators declined in August. The realized volatility of the S&P 500, S&P Composite 1500, S&P Developed Ex-U.S. BMI and S&P

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Fleeting Alpha Scorecard: The Challenge of Consistent Outperformance

Fleeting Alpha Scorecard: The Challenge of Consistent Outperformance

🕔07:44, 1.Sep 2020

The Fleeting Alpha Scorecard is a semiannual report showing how well outperforming mutual funds from one three-year period continue to outperform thereafter. It combines …

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Index Dashboard: Risk & Volatility August 19, 2020

Index Dashboard: Risk & Volatility August 19, 2020

🕔08:10, 21.Aug 2020

These are the dog days of summer in the northern hemisphere, with volumes across world equity markets at their seasonal lull. With August’s thinner-than-usual liquidity, we often observes spikes in volatility when events require that traders return to their desks

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Index Dashboard: Europe

Index Dashboard: Europe

🕔12:59, 3.Aug 2020

Index Investment Strategy

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Index Dashboard: Europe

Index Dashboard: Europe

🕔11:44, 3.Jun 2020 Read Full Article
Index Dashboard: Europe

Index Dashboard: Europe

🕔11:11, 5.May 2020

April offered a welcome rally for global equities as the novel shock of pandemic became cruelly familiar, and markets adjusted to the new normal. The S&P Europe 350 gained 6% on the month, picking up steam in the final week

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Does Past Performance Matter? The Persistence Scorecard

Does Past Performance Matter? The Persistence Scorecard

🕔15:32, 3.Apr 2020

SUMMARY OF RESULTS The S&P Persistence Scorecard attempts to distinguish a manager’s luck from skill. One key measure of successful active management lies in the ability of a manager to outperform his peers consistently. This report’s results show that, irrespective

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Index Investment Strategy Index Dashboard: Europe

Index Investment Strategy Index Dashboard: Europe

🕔12:43, 3.Apr 2020

Index Dashboard: Europe

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S&P 500 Low Volatility Index: Five Decades of History

S&P 500 Low Volatility Index: Five Decades of History

🕔12:39, 9.Mar 2020

S&P Dow Jones Indices (S&P DJI) publishes a series of low volatility indices, offering market participants a perspective on the returns of lower volatility equities and forming the basis for index-linked products globally. 1 Low volatility indices have typically outperformed

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The Half-Discovered Continent: U.S. Equities Beyond the S&P 500

The Half-Discovered Continent: U.S. Equities Beyond the S&P 500

🕔11:30, 9.Mar 2020

Investors the world over have made allocations to U.S. stocks, which include some of the world’s largest companies. Ex-U.S. investors appear to have explored little beyond the so-called “blue chips,” however. As shown later, European fund investors, in particular, have

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Coronavirus Casts Shadow Over Credit Outlook

Coronavirus Casts Shadow Over Credit Outlook

🕔09:05, 9.Mar 2020

Global Credit Conditions While there continues to be high uncertainty about the rate of spread and timing of the peak of the 2019 new coronavirus (Covid-19), modeling by academics with expertise in epidemiology indicates a likely range for the peak

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The Passive Paradox

The Passive Paradox

🕔06:46, 6.Mar 2020

Indexology WINTER 2020 Magazine Fifty years ago there were no index funds. All investment portfolios were “active, ” which meant that their managers attempted to outperform benchmark indices like the S&P 500 ® . Today, we estimate that between one quarter

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Conceputalizing a Paris-Aligned Climate Index for the Eurozone

Conceputalizing a Paris-Aligned Climate Index for the Eurozone

🕔09:35, 26.Feb 2020

On the brink of irreversible climate change, a combination of ground- breaking datasets and index innovation is emerging, through which investors will have the choice to align their investments to a future climate scenario compatible with mitigating catastrophic global warming

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The Development of the Global Sukuk Market from an Indexing Perspective

The Development of the Global Sukuk Market from an Indexing Perspective

🕔13:35, 25.Feb 2020

The global sukuk market has enjoyed tremendous growth since 2013. As measured by the Dow Jones Sukuk Total Return Index and the S&P Global High Yield Sukuk Index, the U.S. dollar-denominated sukuk market experienced a compound annualized growth rate of

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S&P 500 Low Volatility Index: Five Decades of History

S&P 500 Low Volatility Index: Five Decades of History

🕔12:05, 12.Feb 2020

Five Decades of History S&P Dow Jones Indices(S&PDJI) publishes a series of low volatility indices, offering market participants a perspective on the returns of lower volatility equities and forming the basis for index–linked products globally.1Low volatility indices have typically outperformed

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Index Dashboard: S&P Europe 350 Factor Indices

Index Dashboard: S&P Europe 350 Factor Indices

🕔07:09, 6.Jan 2020

Commentary Despite slowing growth and Britain’s ongoing struggles to map an exit from the E.U., central bank stimulus and falling yields helped European equities to mark their best year since 2009. The benchmark S&P Europe 350 rose 6% in the

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Index Dashboard: Europe

Index Dashboard: Europe

🕔14:47, 3.Jan 2020

Despite slowing growth in the Eurozone, prolonged uncertainty over Britain's exit from the E.U., and global trade conflicts, European equities can look back on their best year since 2009; the benchmark S&P Europe 350 rose 2% this month to complete 2019 with a

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The “Trucost” of Climate Investing

The “Trucost” of Climate Investing

🕔15:35, 18.Dec 2019

The “Trucost” of Climate Investing: Managing Climate Risks in Equity Portfolios  Sustainable investing1 is a significant consideration for an ever-growing class of investors. Forty-two percent of investors surveyed in North America (Schroders Global Investor Study, 2017) cited performance as a

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The S&P MidCap 400: Outperformance and Potential Applications

The S&P MidCap 400: Outperformance and Potential Applications

🕔13:38, 7.Dec 2019

Mid-cap stocks have often been overlooked in favor of other size ranges in investment practice and in academic literature. Yet mid-caps have outperformed large- and small-caps, historically: the S&P MidCap 400 has beaten the S&P 500 ® and the S&P

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A Tale of Two Small-Cap Benchmarks: 10 Years Later

A Tale of Two Small-Cap Benchmarks: 10 Years Later

🕔13:34, 7.Dec 2019

Introduction ndices play a multifaceted role in investment management. Passive investors use indexed-linked investment products to gain exposure to particular investment universes, market segments, or strategies. Active investors use indices as benchmarks to compare actively managed funds to indices representing

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Index Dashboard: Europe

Index Dashboard: Europe

🕔10:49, 2.Dec 2019

Summary European equities rose this month, for once without any new stimulus from central banks. Instead, improving economic data saw both stock prices and bond yields rise. The S&P Europe 350 gained 3%, keeping it on track for its best year since 2009. 

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Index Dashboard: Europe

Index Dashboard: Europe

🕔16:55, 5.Nov 2019

European equities ended October in positive territory, despite concerns about slowing economic growth in the Eurozone and continued Brexit uncertainty. The S&P Europe 350 gained 1.1% and is on track for its best year since 2009. Most European sectors finished October

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Index Dashboard: S&P Europe 350

Index Dashboard: S&P Europe 350

🕔13:00, 8.Oct 2019

Despite slowing growth in Europe’s economic heartlands and ongoing “Brexit” uncertainty, the markets were cheered after the European Central Bank extended its deposit rate further into negative territory and announced another round of asset purchases.

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Index Dashboard: Europe

Index Dashboard: Europe

🕔17:02, 1.Oct 2019

S&P Dow Jones Indices 

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Discover Material Insights with S&P DJI ESG Data

Discover Material Insights with S&P DJI ESG Data

🕔18:25, 30.Sep 2019

A quarter of all professionally managed assets now incorporate environmental, social, and governance (ESG) considerations, 1 from the impact of climate change to equality and human rights. The rich history of S&P Dow Jones Indices (S&P DJI) in this area

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How Much Do Fees Affect the Active versus Passive Debate?

How Much Do Fees Affect the Active versus Passive Debate?

🕔16:40, 30.Sep 2019

This report adds institutional accounts to the mutual funds analyzed in the S&P Indices Versus Active (SPIVA) U.S. Scorecards. We also examine the impact of fees. Overall, underperformance among institutional equity accounts was not meaningfully different from that reported for

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The Benchmark that Changed the World: Celebrating 20 Years of The Dow Jones Sustainability Indices

The Benchmark that Changed the World: Celebrating 20 Years of The Dow Jones Sustainability Indices

🕔11:46, 25.Sep 2019

The year 1999 gave the world the euro, The Matrix, and the world’s first ever global sustainability benchmark—the Dow Jones Sustainability Index (DJSI). The product of a landmark collaboration between S&P Dow Jones Indices and SAM1 (now RobecoSAM), the DJSI

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A Window on Index Liquidity: Volumes Linked to S&P DJI Indices

A Window on Index Liquidity: Volumes Linked to S&P DJI Indices

🕔13:42, 17.Sep 2019

A robust and active trading ecosystem benefits asset owners and investment managers by fostering transparency, market efficiency, and investor confidence. This paper documents, for the first time, the extent and nature of that ecosystem for indices produced by S&P Dow

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Integrating Low-Carbon and Factor Strategies in Asia

Integrating Low-Carbon and Factor Strategies in Asia

🕔17:59, 3.Sep 2019

Low-carbon and factor-based investing are two key trends in the global investment management industry. This paper investigates the impact of low-carbon screening on traditional market-cap-weighted portfolios and factor portfolios (quality, value, momentum, and low volatility) across seven Asian markets: Australia,

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Index Dashboard: Europe

Index Dashboard: Europe

🕔12:48, 2.Sep 2019

Summary As Britain struggled to chart a course towards an EU exit deal, U.K. stocks weighed heavily on the S&P Europe 350 in August, while sovereign bond prices rose across the continent. The S&P Europe 350 declined 1.4%, with the

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Index Dashboard: Europe July

Index Dashboard: Europe July

🕔11:45, 2.Aug 2019

 Index Dashboard: Europe

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Index Dashboard: S&P Europe 350® Factor Indices

Index Dashboard: S&P Europe 350® Factor Indices

🕔11:02, 2.Jul 2019

European equities continued their rally into Q2 with the S&P Europe 350 rising 3%, modest compared to its stellar first quarter gains of 13%.  Most of our core European factor indices rose in the second quarter, with the S&P Europe

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Index Dashboard: Europe

Index Dashboard: Europe

🕔11:02, 2.Jul 2019

Index Investment Strategy

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S&P Global Equity Indices Monthly Update

S&P Global Equity Indices Monthly Update

🕔11:02, 4.Jun 2019 Read Full Article
Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔13:02, 3.Jun 2019

The rising correlations reflected the market’s increased concerns of a global economic slowdown. That neither correlations nor benchmark volatility rose much above average was indicative of the month’s other major theme: the escalating trade war between the U.S. and China

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Index Dashboard

Index Dashboard

🕔15:02, 2.Jun 2019

Index Dashboard: U.S

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Index Dashboard: Europe

Index Dashboard: Europe

🕔15:02, 2.Jun 2019

Index Dashboard: Europe

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Index Dashboard: Risk & Volatility May 22

Index Dashboard: Risk & Volatility May 22

🕔19:02, 23.May 2019

S&P Dow Jones Indices  

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S&P Global Equity Indices Monthly Update April 2019

S&P Global Equity Indices Monthly Update April 2019

🕔15:02, 4.May 2019

S&P Global Equity Indices Monthly Update April 2019

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Market Attributes: U.S. Equities April 2019

Market Attributes: U.S. Equities April 2019

🕔11:03, 3.May 2019

MARKET SNAPSHOT It took 215 days—the longest wait since the July 2016 417-day wait (guess I shouldn’t mention the 1,997-day wait from October 2007 to March 2013, much less the 9,146-day drought between 1929 and 1954)—but the S&P 500 returned

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Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔15:02, 1.May 2019

As well as rising prices overall, the kindest equity markets might be identified as those with low volatility (reducing the risk of loss), low correlations (implying strong diversification potential), and moderate-to-high dispersion (offering opportunities to outperform). To summarize this month’s

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