Get Indexology® Blog updates via email.


Tag Archives: Sector Composition

Jun 7, 2023

The S&P GARP Index Series Expands to Include S&P MidCap 400 and S&P SmallCap 600 Versions

The S&P 500® GARP (Growth at a Reasonable Price) Index was launched in February 2019 to strike a balance between pure growth and pure valuation. Due to its popularity among market participants, this index series has recently been expanded to include the S&P MidCap 400® GARP Index and the S&P SmallCap 600 GARP® Index. The…

READ

Apr 11, 2019

Using GARP Strategies for Indices Part IV – Factor Exposures, Sector Composition, and Performance Attribution

In this blog, the fourth in our introduction to Growth at a Reasonable Price (GARP) strategies, we cover factor exposures, sector composition, and performance attribution. Targeted Factor Exposures Exhibit 1 shows the active exposures (in percentages) of the S&P 500® GARP Index to the five factors used in GARP strategies: three-year sales per share (SPS)…

READ

Mar 20, 2019

S&P 500® Dividend Aristocrats®: Risk Decomposition and Sector Composition

Today we examine the impact of the members of the S&P 500 Dividend Aristocrats Class of 2019 on the index’s factor risk and sector composition. In our previous blog, we introduced these new constituents and discussed their quality ranking. Risk decomposition of the S&P 500 Dividend Aristocrats using Axioma’s US Fundamental Equity Risk Model MH4…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL