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Jan 29, 2025 |
indexologyblog.com | Grant Collins |Nicholas Godec |Anu Ganti |Maya Beyhan
Analyzing the Historical Performance of the S&P Quality FCF Aristocrats Indices across Macroeconomic Environments Wenli Bill Hao Director, Factors and Dividends Indices, Product Management and Development S&P Dow Jones Indices S&P DJI recently launched a new family of indices known as the S&P Quality FCF Aristocrats which includes the S&P 500® Quality FCF Aristocrats Index and the S&P Developed Quality FCF Aristocrats Index. A more comprehensive introduction to this family of indices can be...
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Jan 28, 2025 |
indexologyblog.com | Grant Collins |Nicholas Godec |Anu Ganti |Maya Beyhan
Introducing the S&P Commodity Risk Premia Diversifier TCA Index Grant Collins Director, Multi-Asset Indices S&P Dow Jones Indices The author would like to thank Arlene Habib for her contributions to this blog. Diversification is a foundational principle within asset allocation, as it seeks to reduce risk and mitigate drawdowns by combining exposure across different asset classes—like equities, fixed income and commodities—that generally do not move in tandem. Commodities, like energy and...
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Jan 27, 2025 |
indexologyblog.com | Nicholas Godec |Anu Ganti |Maya Beyhan
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Jan 17, 2025 |
indexologyblog.com | Maya Beyhan |Cristopher Anguiano |Brian Luke
Performance Insights: The S&P 500 Equal Weight ESG Index Maya Beyhan Global Head of Sustainability, Index Investment Strategy S&P Dow Jones Indices Since its launch in July 2022 to year-end 2024, the S&P 500® Equal Weight ESG Index achieved a cumulative outperformance of 0.86% compared to its benchmark, the S&P 500 Equal Weight Index. Gaining insight into the factors behind this outperformance highlights important aspects of environmental, social and governance (ESG) attributes that function...
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Nov 6, 2024 |
indexologyblog.com | Sue Lee |Tim Edwards |Florian M. Guth |Maya Beyhan
S&P DJI’s Global Islamic Equity Benchmarks Rose 5% in Q3 2024, Underperforming Conventional Benchmarks Sue Lee Director and APAC Head of Index Investment Strategy S&P Dow Jones Indices Categories Equities, Fixed Income, Thematics Tags Dow Jones Islamic Indices, Dow Jones Islamic Market World Index, dow jones sukuk index, fixed income, GCC, global equities, Islamic equities, islamic finance, MENA, S&P Global BMI Shariah, sectors, Shariah, Sue Lee, Sukuk, thematics Global equities continued to...
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Nov 5, 2024 |
indexologyblog.com | Tim Edwards |Florian M. Guth |Maya Beyhan |Anu Ganti
A VIX for Single Stocks Is Alive and Ticking Tim Edwards Managing Director, Index Investment Strategy S&P Dow Jones Indices Categories Equities, Strategy Tags Cboe S&P 500 Constituent Volatility Index, constituent volatility, institutional investor, market sentiment, risk profiles, U.S. Election, U.S. Equities, VIX, VIXEQ, volatility For over 30 years, market participants have used the Cboe Volatility Index (VIX®) to gauge expectations for future volatility and measure short-term market...
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Nov 4, 2024 |
indexologyblog.com | Florian M. Guth |Maya Beyhan |Anu Ganti |Tim Edwards
Innovating Fixed Income: How Corporate Behavior Shapes New S&P DJI Fixed Income Benchmarks Florian Guth Associate Director, Fixed Income Indices S&P Dow Jones Indices In recent years, fixed income indices have evolved to consider additional factors beyond traditional financial metrics. This evolution has led index providers to diversify their offering with more complex index constructions to cater to client needs. One such advancement is the inclusion of factors that reflect corporate...
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Oct 24, 2024 |
indexologyblog.com | Maya Beyhan |Anu Ganti |Tim Edwards |Eduardo Olazabal
Understanding the Outperformance of the S&P 500 ESG Leaders Index through a Sectoral Lens Maya Beyhan Global Head of Sustainability, Index Investment Strategy S&P Dow Jones Indices The financial landscape has transformed significantly in recent years, with market participants increasingly recognizing the value of sustainability characteristics. One embodiment of this shift is the S&P 500® ESG Leaders Index, launched on Feb. 7, 2022, which is a best-in-class ESG index designed to measure the...
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May 2, 2024 |
indexologyblog.com | George Valantasis |Maya Beyhan |Sue Lee
Current Discounted Valuations & Historical Downside Protection: The S&P High Yield Dividend Aristocrats Index George Valantasis Associate Director, Factors and Dividends S&P Dow Jones Indices In our last blog, we highlighted the superior long-term performance of the S&P High Yield Dividend Aristocrats® versus the S&P Composite 1500®, as well as compared to long-term Treasury bonds and the CPI. In this blog, we will shift our focus to examine the current discounted valuations and enhanced...
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Nov 30, 2023 |
fundspeople.com | Maya Beyhan
S&P DJI presenta una réplica del índice S&P 500 al que aplica criterios de exclusión adicionales como la energía de esquisto, la energía nuclear, las bebidas alcohólicas y los juegos de azar. Regístrate en FundsPeople, la comunidad de más de 200.000 profesionales del mundo de la gestión de activos y patrimonios. Disfruta de todos nuestros servicios exclusivos: boletín matinal de noticias, alertas con las novedades de última hora, biblioteca de revistas, monográficos y libros.