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george-valantasis

George Valantasis

Associate Director, Factors and Dividends, S&P Dow Jones Indices

George Valantasis is Associate Director, Factors and Dividends at S&P Dow Jones Indices (S&P DJI). He focuses on alternate beta strategies, including factor-based indices, dividends and volatility, as well as quantitative, thematic and asset-allocation strategies. In his role, George works closely with the Sales, Marketing and Global Research & Design departments to bring new ideas to market.
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Jun 28, 2024

A Strong Start for the Newly Launched S&P 500 High Dividend Growth Index

Last December, in a prior blog, we introduced the S&P 500® High Dividend Growth Index, an innovative index that utilizes the S&P Global Dividend Forecasting Dataset to incorporate a forward-looking assessment when selecting constituents. The index is unique since it tracks companies in the S&P 500 that have not only consistently grown their dividends in…

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Jun 5, 2024

The Quantitative Metrics for Identifying an Economic Moat

In our previous blog, we introduced the newly launched S&P 500® Economic Moat Index by reviewing its methodology, index characteristics and historical performance. In this blog, we will examine the specific quantitative metrics used to identify the companies with the widest economic moats. Furthermore, we will discuss the complementary nature of the metrics, which has…

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May 2, 2024

Current Discounted Valuations & Historical Downside Protection: The S&P High Yield Dividend Aristocrats Index

In our last blog, we highlighted the superior long-term performance of the S&P High Yield Dividend Aristocrats® versus the S&P Composite 1500®, as well as compared to long-term Treasury bonds and the CPI. In this blog, we will shift our focus to examine the current discounted valuations and enhanced dividend yields of the S&P High…

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Mar 21, 2024

The S&P 500 Low Volatility Index: Currently Valued at the 99th Percentile of Cheapness Relative to the S&P 500

Investor enthusiasm for AI and mega-cap technology stocks has propelled the S&P 500® to a gain of more than 30% over the past 12 months. As the S&P 500 has been reaching new highs on a regular basis, it is understandable if low volatility stocks have not been at the top of investors’ minds. This…

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Mar 7, 2024

The February 2024 Rebalance of the S&P 500 Low Volatility Index

Since the previous rebalance for the S&P 500® Low Volatility Index on Nov. 17, 2023, and its most recent on Feb. 16, 2024, the S&P 500 delivered a stunning 11.3% return. During this period, the S&P 500 Low Volatility Index was up 5.3%, strong by historical standards, albeit underperforming the S&P 500. As has been the…

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Feb 1, 2024

S&P High Yield Dividend Aristocrats Rebalance: Let’s Welcome the 18 Newest Members

The S&P High Yield Dividend Aristocrats® includes large-, mid-, and small-cap companies in the U.S. that have raised their dividends for at least 20 consecutive years. The index recently concluded its annual reconstitution on Jan. 31, 2024, which brought 18 new members into this accomplished group. Accounting for the three deletions, the index’s total count…

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Jan 29, 2024

The S&P Dividend Aristocrats Remain Benchmark Beaters in Pan Asia

While most dividend strategies underperformed their respective benchmarks in 2023, the S&P Pan Asia Dividend Aristocrats® impressively outperformed the S&P Pan Asia BMI by approximately 3.50% (see Exhibit 1). Furthermore, despite the outperformance, the S&P Pan Asia Dividend Aristocrats’ valuations and dividend yield remained favorable relative to the benchmark (see Exhibits 3 and 4). This…

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Nov 27, 2023

The November 2023 Rebalance of the S&P 500 Low Volatility Index

The S&P 500® continued its strong performance this year after posting a 9.8% gain in a span of less than three weeks from Oct. 30 to Nov. 17, 2023. During this period, the 10-year U.S. Treasury yield dropped approximately 45 bps1 and October’s year-over-year headline CPI inflation cooled to 3.2%.2 As Exhibit 1 shows, since…

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Sep 18, 2023

Balancing High Yield and Growing Dividends in a Sector-Neutral Framework with the S&P Sector-Neutral High Yield Dividend Aristocrats

In September 2022, S&P DJI was pleased to add the S&P Sector-Neutral High Yield Dividend Aristocrats® to the S&P Dividend Aristocrats Index Series. While most dividend indices have notable sector under- and overweights versus their underlying benchmark, this index is the first in the series to be sector neutral. As such, this index emphasizes dividend…

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Aug 30, 2023

S&P 500 Low Volatility Index August 2023 Rebalance

The S&P 500® performed well from the last rebalance for the S&P 500 Low Volatility Index on May 19, 2023, through the most recent rebalance on Aug. 18, 2023. As Exhibit 1 shows, the S&P 500 was up 4.7% during this period versus a decline of 1.5% for the S&P 500 Low Volatility Index. This…

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