Tag Archives: asian equities
The S&P China 500 Added 2.8% in Q2 2022, as China Equities Held up During a Broad Global Sell-Off
The S&P China 500 bucked the trend of a broad market downturn, posting a 2.8% gain for Q2 2022. In terms of sectors, Consumer Discretionary and Consumer Staples grew nearly 15% each over the quarter, while the Industrials and Energy sectors were also additive to performance. The S&P China 500 outperformed the broader S&P Emerging…
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S&P China 500 Fell 10.5% in Q3, Pushed Lower by Consumer and Tech Stocks
The S&P China 500 declined 10.5% during Q3 2021, succumbing to dramatic losses across consumer- and technology-driven companies. Performance also continued to lag the broader S&P Emerging BMI and S&P Developed BMI, which fell 6.2% and 0.4%, respectively. China’s Underperformance versus Regional Peers The index likewise trailed regional benchmarks YTD—the S&P China 500 was down…
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S&P China 500 Ignores Trade Tensions to End the Year on a High Note
The S&P China 500 advanced 12.9% in Q4 2019, an indication that investors shrugged off U.S.-China trade tensions and signs of a slowing economy. The performance was a reversal from losses during the prior two quarters, which had followed an outstanding 23.6% surge in Q1 2019. The full-year result was a welcome contrast to the…
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The Effects of Dispersion in Carbon Intensity Scores on Carbon-Efficient Portfolio Construction
In this blog, we investigate the dispersion of carbon intensity scores in detail and its effect on carbon-efficient portfolio construction via equal- and market-cap-weighted approaches. A company’s carbon efficiency is measured by its carbon intensity score (C.I. score), provided by Trucost, which is defined as the greenhouse gas (GHG) emissions from a company’s direct operations…
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Integrating Low-Carbon with Single Factors in Asia
Factor investing in Asia has grown at a rapid pace, with smart beta passive AUM growing at a 42% compound annual growth rate over the past five years, albeit from a relatively lower base.[1] With increasing awareness of climate change and related risks, investors may look to integrate carbon screening into their factor portfolios. In…
The Performance of Carbon-Efficient Portfolios in Asian Markets
In recent years, governments have become increasingly aware of the perils of greenhouse gases and have aimed to penalize the source of pollution while looking to incentivize low-carbon technologies. In addition, investors are now considering an organization’s future financial position to discount potential write-downs of assets and the effect on revenues, costs, cash flows, and…
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The Most Tranquil of Times
In step with the July, global markets calmed further in August. Based on the dispersion-correlation map, which provides a framework through which we can assess market volatility, equities have entered a very tranquil environment. It wasn’t too long ago that correlation spiked in equity markets due to geopolitical events. That heightened correlation was resolved swiftly…
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