Learn how the liquidity and interconnectivity of the S&P 500 ecosystem benefits market participants. CME Group’s Tim McCourt and State Street Global Advisors’ Rob Forsyth join S&P DJI’s Craig Lazzara to discuss. Learn more: https://www.spglobal.com/spdji/en/research/article/a-window-on-index-liquidity-volumes-linked-to-sp-dji-indices/
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What does the S&P 500 liquidity ecosystem means for investors? S&P DJI’s Craig Lazzara and State Street Global Advisors’ Rob Forsyth take a closer look at the global reach of this U.S. icon. Learn more: https://www.spglobal.com/spdji/en/research/article/a-window-on-index-liquidity-volumes-linked-to-sp-dji-indices/
Explore the headwinds and tailwinds facing insurers and how these factors are impacting general accounts portfolios. Learn more: https://www.spglobal.com/spdji/en/research/article/etf-transactions-by-us-insurers-in-q2-2020/
The US stock market has delivered an average annual return of around 10% since 1926.[1] But short-term results may vary, and in any given period stock returns can be positive, negative, or flat. When setting expectations, it’s helpful for investors saving for retirement to see the range of outcomes experienced historically. For example, how often…
The S&P 500® is up 21.42% year-to-date and is within striking distance of its all-time high. Although this may suggest the presence of a strong “risk-on” environment, there are signs that the bull market’s stride is changing. Defensive assets have fared relatively well amid concerns over economic growth and trade tensions, while the inversion of…
The fourth quarter of 2018 was pretty turbulent for global equities. Volatility and correlations rose, the majority of the S&P Global BMI’s 48 country constituents declined by double digits, recent darlings among factor strategies (momentum and growth) lagged, and the S&P 500’s 13.52% quarterly plunge left the benchmark with its first calendar-year loss in a…
How much should a portfolio manager be willing to pay for research? This is a question any manager has to answer, but it has recently become more pertinent as newly imposed European rules require the costs of investment research to be unbundled from trading. Here is a brief overview of a stylized framework for estimating…
I recently completed several meetings with financial advisors in Kansas and Tennessee. Traveling to meet with advisors in their offices or at events is something that I enjoy doing and informs my love of the work that our team does in advisor education. However, I am troubled by a reoccurring conversation that came up. In…
Sequence of returns (SoR) risk refers to the situation when the market experiences random movements in such a way that returns are not uniformly distributed. For example, in the 32-year period from 1966 to 1997, the DJIA had an annualized return of 8%. However, the returns were not evenly distributed over time. For the first…
This morning’s Wall Street Journal reported, rather breathlessly, that “U.S. bond yields are topping a key measure of the dividends that large U.S. companies pay—a shift that has broad implications for investors….” The headline was triggered by the observation that the 2.50% “yield on the 10-year U.S. Treasury note…exceeded the 1.91% dividend yield on the…
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