Tag Archives: diversification
What Do Insurance Companies Need to Know About SPIVA?
How and when are insurers implementing index-based strategies as they seek liquidity, diversification, and risk mitigation? S&P DJI’s Raghu Ramachandran and Anu Ganti join BlackRock’s Andrew Masalin to discuss what’s driving passive outperformance and the use of ETFs by insurers through the lens of SPIVA.
- Categories Equities, Fixed Income
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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.
- Categories Strategy
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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…
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2023, call options, covered call, dividend coverage ratio, dividend yield, dividends, Dow Jones U.S. Dividend 100 3% Premium Covered Call Index, Dow Jones U.S. Dividend 100 7% Premium Covered Call Index, Dow Jones U.S. Dividend 100 Index, institutional investor, multi-asset, S&P 500 Dividend Aristocrats, volatility
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- 2023, call options, covered call, dividend coverage ratio, dividend yield, dividends, Dow Jones U.S. Dividend 100 3% Premium Covered Call Index, Dow Jones U.S. Dividend 100 7% Premium Covered Call Index, Dow Jones U.S. Dividend 100 Index, institutional investor, multi-asset, S&P 500 Dividend Aristocrats, volatility
Introducing the S&P SmallCap 600 QVML Top 90% Multi-Factor Index
For market participants seeking to measure small-cap, multi-factor equity premia with greater diversification and historically lower tracking error (TE), S&P DJI has recently launched the S&P SmallCap 600® Quality, Value, Momentum and Low Volatility (QVML) Top 90% Multi-Factor Index. In this blog, we will examine the index construction methodology, historic performance, sector composition and factor…
- Categories Factors
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Connecting the S&P/ASX 200 to U.S. Equity Icons
Many market participants have a “home bias,” typically having larger exposures to domestic securities than would be determined by their representation in the global opportunity set. Australia is no exception: compared to Australia’s 2% weight in the S&P Global BMI, Australian investors allocated an estimated 49% of their total equity allocation to domestic stocks at…
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Combining Sectors and Sustainability
What happens to index performance and diversification when sectors and sustainability are combined? S&P DJI’s Stephanie Rowton and Invesco’s Chris Mellor discuss how new index-based tools are helping market participants track a diverse mix of companies with strong sustainability credentials.
- Categories ESG
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The Best of Both Worlds: Sustainability in Sectors
Sector-based approaches have historically shown they can be valuable for diversification, among other investor goals, but, until now, sustainability-inclined investors have been presented with limited options. With the recent creation of the S&P ESG Enhanced Sector Indices and the subsequent licensing of the Information Technology, Energy, Financials, and Health Care indices for a select range…
- Categories ESG
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Potential Applications of U.S. Equities for Asia-Based Investors
Many investors have a so-called “home bias,” allocating to their domestic market in greater proportion than would be expected based on its representation in global equity markets. Asia-based investors are no exception. Here we present our U.S. equity icons as one potential way to provide diversification for Asian investors. The breadth and depth of the…
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An Israeli Home with a U.S. Twist
Our new research paper shows that Israeli investors have a greater home bias than other nations: they have invested more heavily in domestic equities and allocated to the U.S. in lower proportions than their developed markets peers such as the U.K., Europe and Canada. With U.S. equities making up nearly 60% of the S&P Global…
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Diversification and Performance: Potential Applications of U.S. Equities in Japan
The U.S. equity market is by far the largest in the world, representing 57.7% of the global market capitalization, and it is nearly nine times the size of the Japanese equity market (see Exhibit 1). Hence, Japanese investors may wish to consider U.S. equities in order to not overlook a significant portion of the global…
- Categories Equities
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