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Tag Archives: Australian equities

Feb 1, 2023

18-Year Performance of the S&P/ASX BuyWrite Index

The volatile and unpredictable nature of the stock market is characterized by periods of ups and downs. Covered call option writing is a strategy aimed at generating income and mitigating loss, particularly in bear market environments. A covered call (or “buy-write”) strategy involves selling a call option against an asset that is already owned by…

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Nov 9, 2022

A Weakening Aussie Dollar Puts Offshore Earners in the Spotlight

The days of Australian-U.S. dollar parity are becoming a distant memory, as U.S. dollar strength has seen the value of the Australian equivalent reach a recent low of just under 63 cents, a decline of over 13% from year-end levels. The weakening of the Australian dollar could have significant implications for the share prices of…

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Sep 6, 2022

Tucking in to the SPIVA Australia Mid-Year 2022 Scorecard

The semiannual S&P Indices Versus Active (SPIVA®) Scorecard1 measures the performance of actively managed funds against their corresponding benchmarks in various markets around the world. The latest Australian edition, the SPIVA Australia Mid-Year 2022 Scorecard, provides a number of interesting insights about the performance of active versus passive across active fund categories. Although the long-term…

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Jul 8, 2022

Tracking Australia’s Growing Agribusiness Sector

The United Nations estimates a 70% increase in food supply is needed to meet a projected 2050 global population of 9.6 billion. With 70% of its agricultural production exported today, Australia could play an integral role in meeting increased demand from the global supply chain. Join Nadine Blayney of Ausbiz, Daphne van der Oord of…

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Jan 18, 2022

Increasing Diversification of the Australian Equity Market

Equity markets have changed considerably over the past 10 years, reflecting the growth of stocks and sectors in each market. While this growth has led to increased concentration in most of the world’s largest equity markets, Australia is a notable exception, as diversification has improved both in terms of stock concentration and along sector lines….

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Feb 23, 2021

Exploring the S&P/ASX All Technology Index’s Remarkable First Year

As we mark the first anniversary of the S&P/ASX All Technology Index, it seemed an opportune time to look back at what can only be described as a remarkable inaugural year. After peaking on Feb. 17, 2020—just one trading day post launch—the index plunged nearly 50% over the ensuing month, bottoming out on March 23…

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Sep 21, 2020

Examining Small-Cap Growth Strategies in Australia

Many market participants invest in small-cap equities seeking high-growth potential and portfolio diversification. In this blog, we will examine how growth factors performed in Australian small-cap equities by measuring the hypothetical top-quintile portfolio returns for three growth factors with long- and short-lookback periods, including 12- and 6-month price momentum, 3- and 1-year earnings growth, and…

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Sep 2, 2020

Exploring New Tools for ESG Implementation in Australia

As modern ESG strategies built on core indices like the S&P/ASX 200 ESG Index arrive, advisors and asset managers are increasingly asking – How does ESG work in purpose-built portfolios? S&P DJI’s Stuart Magrath joins SSGA’s Meaghan Victor to discuss what ESG implementation looks like in practice. Learn more: www.spglobal.com/spdji/since-2000  

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Aug 27, 2020

Bringing ESG to Australia’s Core

The launch of the S&P/ASX 200 ESG Index provides a transparent, rules-based foundation for market participants looking to reinforce their core while aligning investment objectives with their ESG values. S&P DJI’s Stuart Magrath joins SSGA’s Meaghan Victor to explore the data powering this innovative index and how its ESG framework influences risk/return. Learn More: www.spglobal.com/spdji/since-2000

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Aug 6, 2020

What’s inside the S&P DJI Australian Factor Indices?

In our paper, How Smart Beta Strategies Work in the Australian Market, our studies indicated that most factor indices in Australia exhibited distinct return characteristics during up and down markets. Indeed, different factor indices also displayed unique style and industry factor exposures, resulting in factor index performance differentials over the long term. In this blog,…

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