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Tag Archives: S&P 500 Factor Indices

Jun 7, 2022

Seven Days in May

The performance of S&P 500®-based factor indices in May 2022 was generally favorable. Most factors outperformed the S&P 500, with the league table dominated by value and dividend tilts. The overall results for the month, however, obscure the intra-month dynamics: between the end of April and May 19, the S&P 500 fell by 5.5%, compounding…

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Sep 6, 2017

Carbon Exposure of Smart Beta Indices

Carbon emission awareness has been gaining greater prominence on many market participants’ radar as they continue to seek and demand carbon emission information and related risks for companies associated with climate change.  To address this need, the Financial Stability Board taskforce recently published a series of recommendations on how companies should report climate-related risks and…

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