Tag Archives: Fei Wang
S&P U.S. Indices Year-End 2022: Analyzing Relative Returns to Russell
2022 was a challenging year across asset classes, including equities. Exhibit 1 shows that there were declines across the U.S. equities market cap spectrum. For example, the S&P 500® fell 18% for the whole year; the gains in the fourth quarter were not sufficient to overcome the declines during the first three quarters. Amid the…
- Categories Equities
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2023 GICS Changes: S&P 500 Impact Analysis
GICS® changes are approaching. On Dec. 15, 2022, S&P Dow Jones Indices and MSCI jointly announced a full list of companies affected by the upcoming revisions to the Global Industry Classification Standard (GICS) structure. Although the 2023 GICS changes are not as extensive as the Communication Services sector change in 2018, there are still significant…
- Categories Equities, S&P 500 & DJIA
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Introducing the S&P Focused Indices
The growth of index-based passive investing can be attributed to its transparency, efficiency and low cost, along with active management shortcomings. More recently, buoyed by the growth of direct indexing, there has also been increased demand for indices that select a subset of constituents from underlying benchmarks and are designed to meet specified objectives. S&P…
- Categories Equities
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S&P U.S. Core Indices Mid-Year 2022: Analyzing Relative Returns to Russell
In Q2 2022, the S&P 500®, S&P MidCap 400® and S&P SmallCap 600® all fell about 15%, continuing the declines from Q1 as of June 30, 2022 (see Exhibit 1). The S&P 500 experienced its worst first half since 1970. Amid the challenging environment, the S&P U.S. Core and Style Indices have generally proved more…
- Categories Equities, S&P 500 & DJIA
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- Equities, S&P 500 & DJIA
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