Tag Archives: risk management

A Dynamic, Diverse, Multi-Asset Approach to ESG

S&P Dow Jones Indices

July 31, 2020 - 11:57 am

Category: Equities, ESG, Fixed Income

The S&P ESG Global Macro Index is designed to capture potential opportunities across market conditions through a rules-based, geographically diverse, dynamic mix of ESG equities and fixed income.

Also tagged:
diversification, ESG, ETFs, fixed income, global equities, indexing, institutional investors, S&P ESG Global Macro Index, sustainability

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Making Sense of the Active Manager’s Conundrum

S&P Dow Jones Indices

June 25, 2020 - 3:52 pm

Category: Equities, Strategy

Why are the market environments most conducive to generating positive absolute returns the least conducive to producing positive relative returns? Explore the active manager’s conundrum with S&P DJI’s Craig Lazzara and Anu Ganti. Read more here: https://spdji.com/research/article/the-active-manager-s-conundrum

Also tagged:
2020, active vs. passive, Anu Ganti, correlation, COVID 19, Craig Lazzara, dispersion, IIS video, index dynamics, Index Investment Strategy, indexing, Passive, risk, S&P Dow Jones Indices, SPIVA, video, volatility

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Taking Up the Challenge of Turbulent Markets with ESG and Multi-Assets

Analyst, Strategy Indices

S&P Dow Jones Indices

June 19, 2020 - 3:00 pm

Category: Equities, ESG, Fixed Income

After a long bull market, the COVID-19 pandemic has shaken the financial markets and put the question of how to earn a smooth return stream over a long period of time back on the table. This has given rise to a strengthening of conviction toward environmental, social, and governance (ESG) investing and risk management. S&P Read more […]

Also tagged:
COVID 19, ESG, ESG indices, ESG investing, multi-asset, multi-asset strategies, S&P ESG Global Macro Index

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Gold’s Time to Shine

Associate Director, Commodities and Real Assets

S&P Dow Jones Indices

June 8, 2020 - 2:00 pm

Category: Commodities

The first half of 2020 has been gold’s time to shine. The double-digit YTD gains outpaced equities and other safe-haven assets during these uncertain recessionary times. As of May 29, 2020, the S&P GSCI Gold was up 13.94% YTD. Unprecedented global fiscal and monetary stimulus measures have significantly increased sovereign debt levels, leading to concerns Read more […]

Also tagged:
commodities, commodities futures, commodity futures, COVID 19, gold, gold demand, gold futures, gold indices, gold market, S&P Commodity Producers Gold Index, S&P GSCI Gold Dynamic Roll 70/30 Futures/Equities Blend, S&P GSCI® Gold

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Big Sector Shifts in Low Volatility Composition

Director, Index Investment Strategy

S&P Dow Jones Indices

May 28, 2020 - 10:54 am

Category: Equities, Factors, Strategy

In March, COVID-19 inspired volatility roiled markets across the globe. Similarly, the volatility of the S&P/TSX Composite also jumped. The increase, however, was not balanced across all sectors. We see this manifested in the most recent rebalance for the S&P/TSX Composite Low Volatility Index. Effective after the close of trading April 24, 2020, Exhibit 1 Read more […]

Also tagged:
defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, S&P TSX Composite, S&P/TSX Capped Composite Sector Indices, sectors, smart beta strategies, strategic beta, strategy index

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VIX Back to Normal? Not Really

Director, Global Research & Design

S&P Dow Jones Indices

May 26, 2020 - 11:00 am

Category: Equities

The U.S. equities market had a wild start in 2020. Following the March 2020 sell-off, the S&P 500® posted its largest monthly gain (12.8%) since 1987. Meanwhile, VIX® went from its long-term median to an all-time high within a month before it settled around 30. One thing that has been debated lately is whether VIX, Read more […]

Also tagged:
backwardation, contango, COVID 19, Derivatives, options, risk, u.s. equities, VIX, VIX Futures, VIX futures curve, VIX options

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A Changed World

Director, Index Investment Strategy

S&P Dow Jones Indices

May 15, 2020 - 4:02 pm

Category: Equities, Factors, Strategy

The world looks much different than it did three months ago. Since then equities hit their all-time peak, entered a bear market, exited a bear market, and currently sit 15% off peak with sustained higher volatility levels. The latest rebalance for the S&P 500 Low Volatility Index®, effective after the close of trading today, rotated Read more […]

Also tagged:
defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, S&P 500 Sectors, sectors, smart beta strategies, strategic beta, strategy index

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The Downs and Ups of Latin American Markets – April 2020 Review

Silvia Kitchener

Director, Global Equity Indices, Latin America

S&P Dow Jones Indices

May 12, 2020 - 4:30 pm

Category: Equities, Strategy

Investment in Latin America’s equity markets is not for the faint of heart—now more than ever. In the first quarter of 2020, all markets in the region were significantly negative, plagued by recent events. While April has swung markets back to positive territory, we are still far from the proverbial “light at the end of Read more […]

Also tagged:
Argentina, Brazil, Chile, Colombia, COVID 19, LatAm, latin america, Mexico, Peru, S&P IPSA, S&P Latin America 40, S&P Merval, S&P/BMC IPC, S&P/BMV IRT, S&P/BMV Risk Control, S&P/BVL Peru Select

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The S&P 500 Quality Index: Attributes and Performance Drivers

Director, Global Research & Design

S&P Dow Jones Indices

April 22, 2020 - 9:00 am

Category: Factors

COVID-19 driven volatility has caused market participants to refocus on defensive strategies. As investors turned to quality, the S&P 500® Quality Index demonstrated better downside protection and outperformed. Furthermore, it offered a sizable dividend yield of 2.2%. This analysis investigates attributes of the index. Breaking Down Components From all-time highs on Feb. 19, 2020, to Read more […]

Also tagged:
BSA, COVID 19, earnings quality, factors, financial leverage, quality, ROE, S&P 500, S&P 500 Quality Index, smart beta

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How the S&P Managed Risk 2.0 Indices Dynamically Respond to Risk

S&P Dow Jones Indices

April 20, 2020 - 5:38 pm

Category: Equities

Explore how a transparent, rules-based approach to risk management is designed to offer participation and downside protection with S&P DJI’s Tianyin Cheng. To learn more, read Tianyin’s latest blog, “The Trade-Off between Upside Participation and Downside Protection.”

Also tagged:
COVID 19, Downside Protection, ETFs, indexing, S&P DJI, S&P Managed Risk 2.0, Tianyin Cheng, Volatility Management

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