Rachel Du

Senior Analyst, Global Research & Design
S&P Dow Jones Indices
Biography

Rachel Du is Senior Analyst, Global Research & Design, at S&P Dow Jones Indices (S&P DJI). Rachel is responsible for conceptualization, research and design covering global strategy, factor based, alternative beta and thematic equity indices.

Previously, Rachel worked for Dow Jones Indexes (CME Group Index Services, LLC), where she worked in index product research and development.

Rachel holds master’s degrees in electrical engineering and computational math from Texas A&M University.

Author Archives: Rachel Du

Return Efficacy of Profitability Metrics in International Small-Cap Equity

Despite both indices representing the U.S. small-cap market, the S&P SmallCap 600® has outperformed the Russell 2000 Index in 16 out of 24 calendar years, with an annualized excess return of 1.81%.[1] Prior research by S&P Dow Jones Indices[2] found that inherent differences in index construction drove the historical return differential. Notably, the profitability inclusion Read more […]