Get Indexology® Blog updates via email.




Nov 28, 2023

The Gold Standard of Indices Meet’s Today’s Technology

Meet the S&P 500 FC Index, an innovative index designed to adjust allocations based on intraday volatility signals as it seeks to increase stability, limit exposure to drawdowns, while optimizing exposure to the S&P 500 via BofA’s Fast Convergence technology.

READ

Sep 15, 2023

Innovating for Insurance: Charting a “Smarter” Path to the S&P 500

How can an index adjust to prevailing market conditions by design? Meet the S&P 500 IQ Index, a dynamic risk control index that uses intraday technology to rapidly respond to changing markets, increasing S&P 500 exposure when markets are stable and leaning into cash during times of volatility.

READ

Sep 13, 2023

Innovating for Insurance: S&P 500 Duo Swift Index

How is intraday volatility rebalancing helping new multi-asset indices rapidly respond to changing markets? Look inside the S&P 500 Duo Swift Index, a diverse, multi-asset, risk-controlled index that is dynamic by design.  

READ

Aug 2, 2023

4 Ways to Compare Asian and U.S. Dividend Markets

Dividends are becoming increasingly important as investors grapple with higher U.S. Treasury yields that do not appear to be going down anytime soon. However, not all dividend markets are created equal. Below are four charts that compare dividend index performance in Asia to the U.S. The S&P Pan Asia Dividend Aristocrats Index brings S&P Dow…

READ

Aug 2, 2023

Dividends and Option Premiums: A Dual Income Story

Income generation may be sought out by a variety of market participants, including those nearing retirement and those seeking a source of passive income. An income-focused strategy requires a different approach to those focused on generating growth. Traditional sources of income include dividend-paying stocks and coupon-paying bonds. The economic landscape of the past 18 months…

READ

Mar 30, 2023

Tracking Quality Dividend Growers in Pan Asia

What does it take to become an S&P Pan Asia Dividend Aristocrat? S&P DJI’s Rupert Watts and KraneShares’ Brendan Ahern explore how the index tracks quality dividend growers in Pan Asia and a range of potential applications for these defensive yield generators.

READ

Mar 15, 2023

A Dynamic Approach to Volatility Management

How can indices seek to maintain a pre-defined level of implied volatility? Look inside the S&P 500 Futures Defined Volatility Indices, a dynamic, rules-based approach to volatility management helping market participants align investments with risk appetites systematically.

READ

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…

READ

Feb 21, 2023

Income Generation and the S&P/ASX BuyWrite Index

In my last blog, we discussed the performance characteristics of the S&P/ASX BuyWrite Index. We will now focus on the income-generating feature of this index. As a reminder, a covered call strategy involves selling a call option against an asset that is already owned by the option writer. A systematic long-term covered call strategy generates…

READ

Feb 15, 2023

The S&P Technology Dividend Aristocrats Index: A Legacy of Dividend Increases in Technology

As high inflation, rising interest rates and geopolitical risks dominated the headlines in 2022, technology stocks had a particularly difficult year. Given the many headwinds facing the sector, the S&P Total Market Index (TMI) Information Technology returned -30.20% in 2022. In spite of the challenging market environment, the S&P Technology Dividend Aristocrats® Index fared relatively…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL