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Jan 9, 2025 | 
indexologyblog.com | Anu Ganti |Tim Edwards |Sue Lee |Sherifa Issifu
Duration Distress Anu Ganti Head of U.S. Index Investment Strategy S&P Dow Jones Indices Categories Fixed Income Tags 10-year U.S. Treasury yield, Anu Ganti, bond yields, fixed income, implied volatility, institutional investor, interest rates, U.S. Treasuries, US FA, VIX, volatility, VXTLT, yield We’ve written previously about the traditional sources of excess return for fixed income active managers, one of which is taking on higher term or interest rate risk. 2024 witnessed a sharp reversal...
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Jan 8, 2025 | 
indexologyblog.com | Tim Edwards |Sue Lee |Sherifa Issifu |Benedek Vörös
Shifting Tides: Concentration, Dispersion and the S&P 500 Risk Landscape Tim Edwards Managing Director, Index Investment Strategy S&P Dow Jones Indices Categories Equities, S&P 500 & DJIA Tags Cboe S&P 500 Dispersion Index, dispersion, DSPX, IIS, institutional investor, S&P 500, S&P 500 Top 10 Index, stock concentration, Tim Edwards, U.S. Equity, US FA, VIX Since the 2010s, the dynamics of large-cap U.S. equity risks have shifted. Fifteen years ago, the market was dominated by cycles...
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Jan 7, 2025 | 
indexologyblog.com | Sue Lee |Sherifa Issifu |Benedek Vörös |Anu Ganti
Index-Based Investing in Islamic Finance: Trends and Implications 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, S&P Pan Arab Composite, sectors, Shariah, Sue Lee, Sukuk, thematics Indices play a crucial role in Islamic...
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Dec 2, 2024 | 
indexologyblog.com | Nicholas Godec |Sherifa Issifu |Anu Ganti |Tim Edwards
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Nov 6, 2024 | 
indexologyblog.com | Sherifa Issifu |Sue Lee |Tim Edwards |Florian M. Guth
Under the Hood of U.S. Equities: Perspectives on Size, Sectors and Style Sherifa Issifu Associate Director, U.S. Equity Indices S&P Dow Jones Indices Categories Equities, Factors, S&P 500 & DJIA Tags 2024, factors, institutional investor, S&P 500, S&P 500 Equal Weight Index, sector, sectors, select sector, Sherifa Issifu, U.S., U.S. Core, U.S. Equities, U.S. Equity Indices, U.S. sectors, U.S. style, United States, US FA Large-cap, growth and tech-oriented companies have led U.S. equity market...
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Feb 23, 2024 | 
topnews.media | Sherifa Issifu
By Sherifa IssifuU.S. equities rose in 2023, with the mega-cap “Magnificent Seven” driving most of the S&P Composite 1500’s 25% gain. While mega caps continued to outperform in January 2024, not all seven of the aforementioned group ranked highly. This has led to some market commentators looking to coin new phrases: “Sensational Six” or “Super Six” (the jury is still out on the new superhero-esque moniker, count and membership of our new set of mega caps).
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Sep 27, 2023 | 
indexologyblog.com | Tim Edwards |Sherifa Issifu |George Valantasis |Anu Ganti
Introducing the Dispersion Index (DSPX) Tim Edwards Managing Director, Index Investment Strategy S&P Dow Jones Indices At 9:45 am Eastern Time on Sept. 27, 2023, a new index began publishing under the ticker DSPXSM, with an initial live value of 26.81. This index, the Cboe S&P 500® Dispersion Index (the Dispersion Index to its friends), might be loosely described as a “VIX® for dispersion.” But what is it? Why is it called that? And what is it good for? A short introduction is in order....
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Sep 25, 2023 | 
indexologyblog.com | Sherifa Issifu |George Valantasis |Anu Ganti |Cristopher Anguiano
Splitting Size in U.S. Equities: S&P DJI versus MSCI in H1 2023 Sherifa Issifu Senior Analyst, U.S. Equity Indices S&P Dow Jones Indices Categories Equities Tags 2023, equities, Index Construction, S&P 500, S&P Composite 1500, S&P DJI U.S. equity indices, S&P MidCap 400, S&P SmallCap 600, Sherifa Issifu, size, U.S. Core, U.S. Equities, US FA The first half of 2023 saw a strong rebound from 2022 for equities: the S&P 500® gained 17% as the U.S. outperformed the S&P Global Ex-U.S. BMI (up 10%)....
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Sep 12, 2023 | 
indexologyblog.com | Fei Wang |Sherifa Issifu |Brian Luke |George Valantasis
S&P U.S. Indices H1 2023: Analyzing Relative Returns to Russell Fei Wang Senior Analyst, U.S. Equity Indices S&P Dow Jones Indices Categories Equities Tags 2023, core, Fei Wang, growth, Index Construction, information technology, S&P 500, S&P 500 Growth, S&P 500 Value, S&P Core Indices, S&P Growth Indices, S&P MidCap 400, S&P SmallCap 600, S&P Style Indices, S&P Value Indices, Style, U.S. Equities, U.S. small caps, US FA, value After a challenging year in 2022, the U.S. equity market saw a...
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Apr 26, 2023 | 
indexologyblog.com | Sherifa Issifu |Craig Lazzara |Eduardo Olazabal |Tim Edwards
Many investors have a so-called “home bias,” allocating to their domestic market in greater proportion than would be expected based on its representation in global equity markets. Asia-based investors are no exception. Here we present our U.S. equity icons as one potential way to provide diversification for Asian investors.
