Tag Archives: factors
Don’t Call It a Comeback: Value’s Ascendance Continues in Australian Equities
The S&P/ASX 200 Value gained 20.20% over the financial year ending June 30, 2026, outperforming the S&P/ASX 200 by more than 14% and its counterpart, the S&P/ASX 200 Growth, by more than 25%. This represents the index’s strongest one-year relative outperformance in over 16 years. Following a long period in which Australian companies with growth…
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Anchoring Equity to Economic Activity: The Power of Revenue Weighting
Market-cap-weighted indices like the S&P 500® that offer a broad measure of the market have long served as the foundation of passive investing. With valuations at elevated levels and sector concentration—particularly in technology—near historic highs, we examine alternative weighting methods that may provide broader and complementary views. Revenue weighting offers a complementary approach: by weighting…
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Is It Value? Is It Growth? The International Financials Sector Can Now Be Both
The Financials sector has traditionally been categorized as value (i.e., stocks considered undervalued but with stable fundamentals) instead of growth (i.e., stocks with higher valuations but that are expected to grow faster than the market). Historical data supported this perception until recently (see Exhibit 1). By the end of May 2026, the weight gap for…
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Exploring Growth at a Reasonable Price: S&P/ASX 200 GARP Index
What innovative strategies are market participants increasingly exploring to measure growth? S&P DJI’s Jason Ye sits down with Andrew Geoghegan from ausbiz to discuss how GARP, or growth at a reasonable price, is an approach that is gaining traction in the Australian market.
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Tracking Shareholder Yield with Indices
How can a disciplined capital return strategy influence performance? Get to know the S&P 500 Resilient Shareholder Yield Index.
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The Anatomy of Resilience: The S&P 500 Resilient Shareholder Yield Index
Equity markets have experienced volatility YTD, with Q1 2026 drawdowns driven by geopolitical uncertainty and stretched valuations giving way to a strong rebound in April and May. Amid these market swings, the S&P 500® Resilient Shareholder Yield Index has stood out. Shareholder yield combines dividends, share buybacks and net debt reduction into a single metric…
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The Search for Elusive Outperforming Active Funds in Japan
As readers of our SPIVA® Scorecards know, beating the market is difficult. Finding those few managers capable of doing so consistently may be even harder. Of the 933 active equity funds domiciled in Japan, more than 80% underperformed their respective benchmarks in 2025.1 Yet even among the minority that did outperform, the bigger question remains:…
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New Tools for Tracking Sector Liquidity
How is index data helping market participants make more informed decisions at the sector level? S&P DJI’s Anu Ganti and Agatha Malinowski discuss how the new Sector Liquidity Monitor in the U.S. Sector Dashboard means investors can now get sector performance, factor exposure, fundamental metrics and liquidity all in one resource to inform sector strategy decisions.
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Harnessing the Power of Multiple Factors: Inside the S&P 500 Quality, Value & Momentum Multi-Factor Index
Single-factor indices have historically outperformed over the long term, but their performance tends to be cyclical, varying with macroeconomic conditions. This has driven demand for multi-factor indices, which combine factors such as quality, value and momentum to leverage their low correlations. By diversifying across multiple factors, these indices seek to enhance long-term risk-adjusted performance and…
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S&P Global Dividend Aristocrats in Focus: S&P World Ex-Australia High Yield Dividend Aristocrats Select Index
How are dividend indices helping income seekers around the world make more informed decisions? S&P DJI’s Jason Ye joins ausbiz’s Andrew Geoghegan for a closer look at what it takes to be a Dividend Aristocrat and how the S&P World Ex-Australia High Yield Dividend Aristocrats Select Index tracks quality dividend growers.
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