Ric Edelman, Founder of RIA Digital Assets Council, explores the new economy, its potential sources of growth, and the importance of “future proofing” client strategies.
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How can indices bring greater transparency to climate risk? Designed to go beyond the requirements of EU Low Carbon Benchmark minimum standards, the S&P Paris-Aligned & Climate Transition Indices were created to help market participants looking to chart a path to net zero by 2050.
With the S&P/TSX Composite Index up 16% YTD through June 17, 2021, the Canadian equity market seems to have put the pandemic in the rearview mirror. In this environment, predictably, the S&P/TSX Composite Low Volatility Index underperformed, up 11% over the same period. One-year volatility levels (no longer capturing the uncontrolled panic at the onset…
The Transportation industry group1 provides transportation infrastructure as well as services to move people or goods. To track the industry group’s performance, S&P Dow Jones Indices offers the S&P Transportation Select Industry Index, S&P Transportation Select Industry FMC Index, and the Dow Jones Transportation Average. To address potential weight concentration issues in the FMC-weighted index,…
The S&P BSE SENSEX 50 is designed to measure the performance of the top 50 largest and most liquid companies in India. The index constituents are weighted based on their float-adjusted market cap and must have a minimum annualized trading value of INR 10 billion. The S&P BSE SENSEX 50 is a highly diversified index,…
After more than a decade of underperformance, and in stark contrast to Growth’s dominance for much of 2020, Value has made an impressive comeback so far in 2021, outperforming Growth around the world, including across the size spectrum in the U.S. In fact, Value’s YTD outperformance against Growth in mid and small caps is the…
We have previously discussed the impact of Equal Weight’s rebound on its exposure to the momentum factor. We now turn our attention to its exposure to the value factor, as the recovery in smaller caps and value stocks has been an important tailwind for the strategy. The S&P 500® Equal Weight is typically biased toward…
“Inflation is always and everywhere a monetary phenomenon in the sense that it is and can be produced only by a more rapid increase in the quantity of money than in output.” – Milton Friedman “If we do see what we believe is likely a transitory increase in inflation … I expect that we will…
In part 1 of this two-part blog series, we discussed the characteristics of the S&P GSCI Dynamic Roll and the two main concerns this index attempts to alleviate, which are negative roll yield and volatility in commodities futures. Diving a bit deeper, we explore the recent performance of a diversified hypothetical portfolio when the S&P…
U.S. equity markets seemed to undergo a fundamental change of direction in September of last year. Exhibit 1 illustrates the shift; our growth indices, which had outperformed value handily through the end of August, have lagged ever since. The spreads between growth and value are even greater when we compute them using our Pure Growth…
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