Tag Archives: S&P 500 HCREIE Index

May 19, 2021

Credit Risk Premium in the Equity Market

Firms with low credit risk generally have higher stock market returns than firms with high credit risk.1 The S&P 500® Higher Credit-Rating Ex Insurance Equity (HCREIE) Index is designed to capture the credit risk premium in the equity market. In this blog, we will introduce the index design, performance, and factor exposure. Index Design The…

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