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Dec 1, 2021

Energy Markets Tumble in November

The S&P GSCI, the broad commodities benchmark, declined 10.8% over the month. The poor performance was driven almost exclusively by a major correction in energy prices, as the discovery of the Omicron COVID-19 variant cast a lengthening shadow over demand growth, added further complications to global supply chains, and dampened economic growth forecasts. The release…

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Nov 30, 2021

The Fed Is Doing What It Can – Will Emerging Markets Suffer What They Must?

                                        “The dollar is our currency, but it’s your problem.” Former U.S. Treasury Secretary John Connally (Feb. 27, 1917 – June 15, 1993) When John Connally uttered the famous words above, exactly 50 years ago today…

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Nov 22, 2021

Resilience to Rising Carbon Prices: Do Eurozone S&P PACT Indices Stand the Test?

“Code red for humanity.” That’s how the imminent effects of climate change were described by the UN.1 Human-induced global warming stands at 1.1°C above pre-industrial levels, and will likely reach more than 2.7°C by 2100.2 If the world is to achieve the goals of the Paris Agreement and limit global warming to 1.5°C, decarbonization is…

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Nov 19, 2021

Information Technology Has Evolved to Become a Consistent Presence in the S&P 500 Low Volatility Index

Equities in 2021 had a slow start, but as December approaches it looks to be another stellar year. Through Nov. 18, 2021, the S&P 500® was up 27%. For a strategy that is explicitly designed to mitigate risk, the S&P 500 Low Volatility Index’s year-to-date gain of “only” 17% is well within the range of…

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Nov 18, 2021

Introducing the S&P 500 Twitter Sentiment Index Series

We are excited to introduce a new index series utilizing sentiment—the S&P 500® Twitter Sentiment Index Series, which adds another dimension to the way we measure broad U.S. equities. Over the past few years, social media has evolved to encompass commentary about stocks and financial markets. As the technology has improved, these views are now…

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Nov 16, 2021

No Time to Thrive

S&P DJI has just released the final regional edition of our S&P Index Versus Active (SPIVA®) Mid-Year 2021 Scorecards. The semiannual reports cover the performance of actively managed funds in the U.S., Canada, Latin America, Europe, South Africa, India, Japan, Australia, and our newest regional addition, the Middle East and North Africa (MENA). SPIVA Scorecards…

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Nov 16, 2021

Let’s Talk about Survivorship – SPIVA Latin America Scorecard

The saying goes, “What does not kill you makes you stronger,” but could that strength translate into a greater chance of survival? Perhaps, especially if all future risks were equal or sufficiently similar to the one that was survived—assuming, of course, that one learned from that first experience. The survival of mutual funds could follow…

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Nov 16, 2021

Can Equal Weight ESG Indices Pull Their Weight?

Research has shown that equally weighted indices have historically posted long-term outperformance1 over their benchmarks—largely driven by their exposures to small size and value along with associated risk premia, in addition to a healthy dose of concentration reduction.2 However, in accessing compensated factors and reducing concentration, the S&P 500® Equal Weight Index could elicit some…

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Nov 10, 2021

An Efficient, Rules-Based Approach to Factor Rotation

Explore how the design of the S&P 500 Factor Rotator Daily RC2 7% Index is helping democratize access to factor investing, providing a simple, rules-based blueprint for building dynamic factor strategies.

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Nov 8, 2021

Why Income Should Be The Outcome And The Need For Independent Indices

With the passage of the Setting Every Community Up for Retirement Enhancement Act of 2019, better known as the “SECURE Act”, and subsequent Department of Labor rules on lifetime income disclosures, the shift towards income-focused outcomes for America’s plan participants is well underway. I was reminded of the importance of this topic after watching the…

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