S&P DJI’s Global Islamic Equity Benchmarks Rose 13% in H1 2024, Outperforming Conventional Benchmarks
Global equities extended their upward trend into Q2 2024 on the back of sustained economic growth and moderating inflation. The S&P Global BMI posted a healthy 10.4% return in the first half of the year, led by the U.S where the S&P 500® had an impressive run with a 15.3% gain and new record highs….
Dispersion at All-Time High Relative to Volatility as Earnings Season Arrives
Despite a recent uptick to a more normal level near 16, the Cboe Volatility Index (VIX®) has averaged around just 12.8 over the past 30 trading days as of July 18, indicating relative calm in U.S. equities. Meanwhile, a complementary measure of U.S. equity market risk, the CBOE S&P 500® Dispersion Index (DSPX), has surged…
S&P Dividend Aristocrats and the Search for Income
A company’s dividend track record is often seen as a sign of corporate maturity and balance sheet strength, but not all dividend strategies are created equal. Join S&P DJI’s Anu Ganti, Ben Voros and Elizabeth Bebb for an exploration of what makes the S&P Dividend Aristocrats Index Series unique.
Of Tariffs Tango and Manufacturing Moves
It’s well known that as the U.S. consumer goes, so goes its economy. Various estimates suggest that around 67% of U.S. GDP depends on consumer spending. At the macro level, all this consumer spending translates into the consumption of goods and services. The U.S. economy, like most developed economies, comfortably falls into the category of…
Frequent Flyers
Planes are interesting places, airborne aluminum tubes stuffed with strangers from all walks of life, including seatmates prodding with the proverbial ice-breaker, “So, what do you do?” Overhearing many such conversations, I’ve found complicated job descriptions elicit blank stares and subsequently lead to higher-level answers such as “Well, I’m in tech,” or “I work in…
Where Shariah Meets ESG
There are parallels between Shariah and ESG principles, such as being a good steward to society and the environment. Having such overlapping and complementary principles has led to their natural pairing and a growing traction for ESG Shariah solutions around the globe. However, there is something that may be unexpected about these indices: even though…
Exploring Fixed Income’s Passive Potential
Passive investing has historically been more associated with equities than with fixed income, but recent data indicates a change could be in the winds. S&P DJI’s Tim Edwards and Anu Ganti take a closer look at what’s driving the shift and what a passive transformation could mean for fixed income markets.
Using Innovative Tools to Dynamically Manage Risk
Advances in volatility-based benchmarking have paved the way for the development of innovative tools for dynamically managing risk. Meet the S&P 500 Futures Edge Volatility Index Series, the next generation of volatility management benchmarks.
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- Categories
- Multi-Asset
- Tags
- decrement indices, risk, risk management, S&P 500 Futures 35% Edge Volatility 6% Decrement Index, S&P 500 Futures 35% Edge Volatility Index, S&P 500 Futures 40% Edge Volatility 6% Decrement Index, S&P 500 Futures 40% Edge Volatility Index, S&P 500 Futures Edge Volatility Indices, S&P 500 Futures Index, target volatility, volatility, Volatility Management
The Ethics of Artificial Intelligence
The ever-evolving artificial intelligence (AI) landscape has generated excitement, interest and investment; it has also triggered important questions regarding AI’s impact on businesses, on investment portfolios, on society and on the environment. When factoring in elements such as the high energy requirements of training large language models (LLMs), direct and indirect emissions and the diversity…
The S&P/ASX Index for “Larger,” More Liquid Small Caps
What would you get if you carved out the 100 smallest companies in the S&P/ASX 200 into their own index? You’d have the S&P/ASX 200 Ex-S&P/ASX 100 Index. Alternatively, you’d have also segmented the largest 100 companies in the S&P/ASX Small Ordinaries. Companies listed on the ASX are grouped into broad market, large-, mid- and…
