Get Indexology® Blog updates via email.


Tag Archives: liquidity

Jul 27, 2021

Has the Illiquidity Trade Run its Course?

S&P Global Market Intelligence’s Lynn Bachstetter explores whether illiquidity still has a place in insurance investments with S&P Global Ratings’ Carmi Margalit, F&G’s Leena Punjabi, and BlackRock’s Peter Gailliot.

READ

Jul 12, 2021

Why ETFs Held Up to 2020’s Pressure Test

What could 2020’s liquidity lessons mean for the insurance investment landscape moving forward? S&P DJI’s Tim Brennan joins State Street Global Advisors’ Ben Woloshin, Citadel’s Katie Stiner, and One America’s Brian Matthews for a closer look at this evolving landscape. Watch S&P DJI’s Annual Insurance Summit: https://www.spglobal.com/spdji/en/events/annual-insurance-investment-summit-how-are-insurers-staying-ahead-of-the-curve/#summary

READ

Jun 30, 2021

U.K. Small Caps: Mind the Gap!

A gap between the 12-month performances of the S&P United Kingdom SmallCap and S&P United Kingdom SmallCap Select Index hints at a “junk rally” in U.K. stocks, but the longer-term data suggests that those looking to participate in an ongoing recovery in the world’s fourth-largest economy might be wise to maintain a selective approach. As…

READ

Apr 12, 2021

Capturing the Past, Present, and Future of Commodities with the S&P GSCI

After three decades of helping investors make more informed decisions and providing index-based access to diversification, liquidity, and inflation protection –  what’s next for this index icon?

READ

Mar 5, 2021

Celebrating 64 Years of the S&P 500

The S&P 500® was launched on March 4, 1957, and so yesterday marked its 64th birthday. To celebrate this milestone, a number of my colleagues and I recently appeared on our Index Investment Strategy team’s weekly call (sign up for the daily dashboard to receive the invite). If you couldn’t make it, here are a…

READ

Dec 14, 2020

Core Considerations: Why Liquidity Matters

Learn how the liquidity and interconnectivity of the S&P 500 ecosystem benefits market participants. CME Group’s Tim McCourt and State Street Global Advisors’ Rob Forsyth join S&P DJI’s Craig Lazzara to discuss.   Learn more: https://www.spglobal.com/spdji/en/research/article/a-window-on-index-liquidity-volumes-linked-to-sp-dji-indices/

READ

Dec 9, 2020

Why Building a Strong Core Starts with the Index

What does the S&P 500 liquidity ecosystem means for investors? S&P DJI’s Craig Lazzara and State Street Global Advisors’ Rob Forsyth take a closer look at the global reach of this U.S. icon. Learn more:  https://www.spglobal.com/spdji/en/research/article/a-window-on-index-liquidity-volumes-linked-to-sp-dji-indices/

READ

Sep 23, 2020

Profitability, Liquidity, and Investability: The Key Drivers of Long-Term Outperformance of S&P SmallCap 600® versus Russell 2000

The S&P 600TM has outperformed the Russell 2000 since its launch in 1994. From Dec. 31, 1994, to Aug. 30, 2020, the S&P SmallCap 600 had an annualized return of 11.77% (with an annualized volatility of 18.96%) versus the Russell 2000’s annualized return of 10.49% (with an annualized volatility of 19.70%). The historical performance divergence…

READ

Jun 1, 2020

The S&P Composite 1500®: An Efficient Measure of the U.S. Market

The S&P 1500 serves as both a benchmark indicator for U.S. equity market performance and as a basis for passively replicating investment products that aim to deliver a “market” return.  Our new paper examines the index from both these perspectives, and compares the S&P 1500 with other U.S. equity market indices.  Here are a few…

READ

Mar 18, 2020

Liquidity Impacts on Fixed Income ETFs and Passive Investing

Equity markets have fared reasonably well aided by liquidity in ETFs, as my colleague Craig Lazzara highlights. Steep discounts to net asset values (NAVs) on popular fixed income ETFs are bringing an onslaught of doomsday projections. But while the signs of stress are evident, it’s important to decouple the dysfunction of the bond market from…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL