Tag Archives: quality factor
Exploring the Defensive Advantage
Take a closer look at the participation and protection characteristics of sector and defensive factor indices with S&P DJI’s Craig Lazzara and Anu Ganti.
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Anu Ganti, Craig Lazzara, defense beyond bonds, defensive factor indices, Defensive indices, efficient frontiers, ETFs, factor indices, growth factor, low volatility high dividends, minimum volatility, participation and protection, rising rates, S&P Dividend Aristocrats, Sector indices, US FA, volatile markets
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- Anu Ganti, Craig Lazzara, defense beyond bonds, defensive factor indices, Defensive indices, efficient frontiers, ETFs, factor indices, growth factor, low volatility high dividends, minimum volatility, participation and protection, rising rates, S&P Dividend Aristocrats, Sector indices, US FA, volatile markets
Examining Defensive Strategies Through an Index Lens
How are advisors using indices to evaluate defensive strategies as they look to protect client goals amid rising rates and inflation? Join TD Wealth’s Andrew Neatt and S&P DJI’s Julie Ballard for a closer look at the S&P 500 Dividend Aristocrats and S&P 500 Quality indices.
- Categories Factors, Multi-Asset
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Andrew Neatt, diversification, dividends, Downside Protection, ETFs, Financial Advisors, indexing, inflation protection, Julie Ballard, momentum factor, multi-asset, real assets, rising rate protection, S&P 500 Dividend Aristocrats, S&P 500 Factors, S&P 500 Quality, S&P Dow Jones Indices, TD Wealth Management, U.S. Treasuries, wealth management
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- Factors, Multi-Asset
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- Andrew Neatt, diversification, dividends, Downside Protection, ETFs, Financial Advisors, indexing, inflation protection, Julie Ballard, momentum factor, multi-asset, real assets, rising rate protection, S&P 500 Dividend Aristocrats, S&P 500 Factors, S&P 500 Quality, S&P Dow Jones Indices, TD Wealth Management, U.S. Treasuries, wealth management
Refining the Quality Metrics
Introduction High-quality companies have always been appealing to investors. In fact, quality equity investing was documented as early as 1949 by Benjamin Graham in his original publication of The Intelligent Investor.1 Despite a wide range of definitions for what constitutes a high-quality company, characteristics such as profitability, competitive position, earnings quality, corporate governance and modest…
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S&P MAESTRO 5 Index: A Sophisticated Composition Designed to Simplify Risk Management
Get to know the S&P MAESTRO 5 Index, a diversified, multi-asset, multi-factor risk parity strategy designed to help investors hit the right notes across a range of market conditions.
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Quality Premium Needs Long-Term Investment Horizon
The quality factor has been outperforming the S&P 500® YTD, an accelerating trend in place since 2019.[i] In the small-cap space, however, quality underperformed the S&P SmallCap 600® in 2019 (see Exhibit 1). Despite this short-term divergence, quality has exhibited consistent premium in large caps and more profoundly in small caps throughout its history. To…
- Categories Equities
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- Equities
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S&P Composite 1500®: Providing Higher Quality U.S. Equity Exposure
Over the last few years, mega-cap companies have played an increasingly important role in driving U.S. equity market returns. Indeed, the five largest names in the S&P 500® accounted for 16.8% of the index at the end of last year, the highest year-end weight since 1982 and higher than the 16.6% reached at the end…
- Categories Equities, S&P 500 & DJIA
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The Quality Factor Beat the S&P 500 in 2019
In 2019, U.S. equities posted double digit gains, with the S&P 500® returning 31.49%—its best year since 2013 and second-best in a decade. This continued strong performance highlights the potential difficulty of beating the S&P 500.[1] The question then arises: what strategy (if any) outperformed the S&P 500 in 2019? Our latest S&P 500 Factor…
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