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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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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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Jun 8, 2023

S&P 500 Low Volatility Index May 2023 Rebalance

Since the last rebalance for the S&P 500® Low Volatility Index on Feb. 17, 2023, the S&P 500 finished up 3.2% despite briefly dropping in mid-March during the collapse of Silicon Valley Bank. Exhibit 1 shows that during this period, the S&P 500 Low Volatility Index underperformed the S&P 500 by 4.3%. This divergence is…

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Mar 9, 2023

Expanding the Dividend Aristocrats Ecosystem with ESG Screening and FMC Weighting

Amid rising interest rates and the uncertain macroeconomic environment last year, dividend-focused strategies received substantial inflows throughout 2022.  On top of these recent macroeconomic trends is also the longer-term, structural development of increasing investor demand for investments that align with their personal and societal values. Against this backdrop, S&P Dow Jones Indices (S&P DJI) recently…

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Jan 24, 2023

The Dow Jones Dividend 100 Indices Part 2: Strong Fundamentals and the Benefits of Diversification

In part one of this series, we highlighted how the stringent dividend sustainability and quality screens of the Dow Jones U.S. Dividend 100 Index and Dow Jones International Dividend 100 Index may have led to their outperformance in 2022 and other inflationary periods. In this installment, we will analyze the positive effects that these screens…

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Jan 20, 2023

The Dow Jones Dividend 100 Indices Part 1: A Focus on Dividend Sustainability and Quality

Looking back, 2022 was an impressive year for passive dividend indices, both with respect to performance and inflows on the back of rising interest rates. The Dow Jones U.S. Dividend 100 Index and Dow Jones International Dividend 100 Index were two of the standout performers, which may be due to their emphasis on strong fundamentals…

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Dec 5, 2022

S&P ESG High Yield Dividend Aristocrats Index – Adding a Layer of Sustainability via ESG Screening

High-dividend-yielding stocks have been prevalent in 2022, as rising interest rates have put downward pressure on long duration assets. At the same time, market participants are increasingly seeking to align investments with their personal and societal values. The S&P ESG High Yield Dividend Aristocrats® Index may be a strategy that checks both of these boxes….

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Aug 29, 2022

The Case for Dividend Aristocrats in Pan Asia

During a time of acute monetary policy tightening throughout much of the western world, major Asian central banks have remained relatively more accommodative. In China, the People’s Bank of China cut its key five-year prime loan rate last week1 after cutting it only a few months ago in May. In addition to the looser monetary…

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Aug 18, 2022

Dividend Growers in Inflationary Environments

With inflation being a major issue in the current economy, consumers are increasingly looking for ways to combat their loss of purchasing power. One way to achieve this is to have sources of income that keep pace with, or even exceed, the inflation rate. Over the past four decades, dividends have played an increasing role…

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