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Tag Archives: quality factor

Oct 24, 2022

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.

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Oct 24, 2022

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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Sep 20, 2021

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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Jul 7, 2020

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…

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Feb 5, 2020

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…

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Jan 14, 2020

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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