Tag Archives: factors
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:…
- Categories Equities
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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.
- Categories Equities
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- Equities
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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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Forecasting Tomorrow’s Dividends: Introducing the S&P/TSX Composite High Dividend Growth Index
Introduction As an industry leader in dividend index development, S&P Dow Jones Indices (S&P DJI) is committed to launching new and innovative dividend indices across global markets. The newly launched S&P/TSX Composite High Dividend Growth Index reflects this, representing the first application of the S&P Global Market Intelligence Dividend Forecasting Dataset within the S&P/TSX Composite…
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S&P Momentum Indices Shine in April Rally
Momentum strategies, which tend to be known for performing well in trending markets, experienced a historically strong rebound in April. The S&P 500® Momentum Index, S&P MidCap 400® Momentum Index and S&P SmallCap 600® Momentum Index all posted double-digit gains, surpassing their respective benchmarks (see Exhibit 1). Notably, the April performance of the S&P 500…
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S&P/ASX Sustainability Screened Dividend Opportunities Index: 2025 Performance Review
The S&P/ASX Sustainability Screened Dividend Opportunities Index delivered a standout performance in 2025, establishing itself as the best performer among all the S&P Factor Indices in the Australian equity landscape. The index posted a robust calendar year return of 21.22%, outpacing the S&P/ASX 300 by 10.9% (see Exhibit 1). In addition to its recent outperformance,…
- Categories Factors, Sustainability
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Unveiling the Dow Jones Japan Select Dividend Index
Japanese dividend payouts are meaningfully higher in cash terms than they were a decade ago, bringing Japan more in line with other developed markets. Importantly, dividend growth is now increasingly anchored in formal dividend policy. This shift matters for market participants seeking both yield and exposure to Japanese equity markets by setting expectations around dividend…
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Tracking Next Gen Factors across Economic Regimes
Why does index methodology matter when evaluating the next generation of factor solutions? S&P DJI’s Elizabeth Bebb and Xtrackers’ Sturmius Schneider explore the metrics powering the next generation of S&P 500 factor indices and how these new tools are helping inform market participants applying factors strategically and tactically.
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When Resilience Resonates: The S&P 500 Resilient Shareholder Yield Index
In a market defined by shifting cycles, tightening financial conditions and an increasingly high bar for corporate discipline, resilience isn’t just a desirable trait—it’s a differentiator. The S&P 500® Resilient Shareholder Yield Index identifies companies that balance rewarding shareholders with the financial strength needed to sustain those rewards over time. Its shareholder yield framework aggregates…
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