Get Indexology® Blog updates via email.


Tag Archives: alternative beta

Nov 24, 2022

How Low Volatility Works in Challenging Markets

When does low volatility tend to outperform and why? S&P DJI’s Craig Lazzara and Invesco’s Nick Kalivas take a closer look at low vol performance in periods of rising rates and inflation, and explore what happens to risk/return when low vol is combined with other factors.

READ

Nov 23, 2022

Understanding the Low Volatility Anomaly

Take a deep dive into the low volatility anomaly as S&P DJI’s Craig Lazzara explains what the anomaly is, when and why it outperforms, and the role of dispersion in identifying potential opportunities.

READ

Apr 13, 2022

Finding a Factor Fit

How can three decades of factor index performance history help investors make more informed decisions and measure the effectiveness of active managers? Join S&P DJI’s Craig Lazzara and Anu Ganti for a closer look at factor performance across a range of market environments. Learn more: https://www.spglobal.com/spdji/en/research/article/factor-indices-a-simple-compendium/

READ

May 15, 2014

A Review of the S&P Global Intrinsic Value Index

The recently published research paper on S&P GIVI®: Factor Investing: A Review of the S&P Global Intrinsic Value Index analyzes in detail the source of GIVI returns globally and regionally. S&P GIVI is a multi-factor global index which provides exposure to low volatility and the value factors by removing 30% of the highest beta stocks…

READ

Nov 29, 2013

Coming Soon to a Dictionary Near You

It may have been 30 years ago, in the early days of stock index futures, that the verb “equitize” (and its cognate noun, “equitization“) came into relatively common use.  The term, if Dr. Johnson will forgive me, meant “to provide equity returns without purchasing equity securities.”  Typically this was accomplished by buying S&P 500 futures — if I…

READ

Mar 14, 2013

Low Volatility: Active or Passive?

A recent posting suggested that institutional investors interested in exploiting the low volatility anomaly should do so by using active managers rather than one of the several passive vehicles available.  Far be it from me to criticize anyone for talking his own book, since I’m about to do it – but this is reminiscent of…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL