Tag Archives: liquidity
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.
- Categories Equities, Fixed Income
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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
- Categories Fixed Income
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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…
- Categories Equities, Factors
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2021, IIS, Index Construction, index investment strategy, investability, profitability, S&P United Kingdom, S&P United Kingdom BMI, S&P United Kingdom SmallCap, S&P United Kingdom SmallCap Select, S&P United Kingdom SmallCap Select Index, Sherifa Issifu, size, small caps, smallcap, Smallcap Select, UK, UK equities, United Kingdom
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- 2021, IIS, Index Construction, index investment strategy, investability, profitability, S&P United Kingdom, S&P United Kingdom BMI, S&P United Kingdom SmallCap, S&P United Kingdom SmallCap Select, S&P United Kingdom SmallCap Select Index, Sherifa Issifu, size, small caps, smallcap, Smallcap Select, UK, UK equities, United Kingdom
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?
- Categories Commodities
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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…
- Categories Equities, S&P 500 & DJIA
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- Equities, S&P 500 & DJIA
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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/
- Categories Equities
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- Equities
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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/
- Categories Equities
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- Equities
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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…
- Categories Equities
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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…
- Categories Equities, S&P 500 & DJIA
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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…
- Categories Fixed Income
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