Tag Archives: S&P 500 Low Volatility High Dividend Index
Simplicity Yields Outperformance: The S&P 500 Low Volatility High Dividend Index
Last week, the S&P 500® officially entered a bear market, dropping more than 20% from its record close in January. However, not all equity indices suffered comparable losses, and one such example is the S&P 500 Low Volatility High Dividend Index. In fact, this index has outperformed by a wide margin so far in 2022….
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Combining the Quality Factor With Dividend Yield: A Study of S&P DJI Dividend Strategies
As of Dec. 31, 2018, the passive implementation of dividend strategies measured approximately USD 141 billion based on assets under management (AUM) of dividend-focused ETFs listed in the U.S. This is a staggering amount considering that only 10 years ago the AUM amounted to just over USD 6 billion.[1] The growth in assets, as well…
Rising Rates Arrive
Which of the figures below belong together? It’s obvious, even if analogies aren’t your strong suit, that A is like C and B is like D. A and C are not like B and D. The economic relevance of this simple visual exercise is this: At its March 2017 meeting, the Federal Open Market…
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2017, defensive strategies, equities, Equity, Factor, Fed Funds Rate, Fed Policy, Fed Rate Policy, Federal Funds Target Rate, Federal Reserve, Fei Mei Chan, high beta, Higher Interest rates, Index Investment Strategy, institutional investor, interest rates, low volatility, Raising Fed Funds, rising rates, risk, S&P 500, S&P 500 (TR), S&P 500 High Beta Index, S&P 500 Low Volatility, smart beta, stock, U.S. Federal Reserve
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- 2017, defensive strategies, equities, Equity, Factor, Fed Funds Rate, Fed Policy, Fed Rate Policy, Federal Funds Target Rate, Federal Reserve, Fei Mei Chan, high beta, Higher Interest rates, Index Investment Strategy, institutional investor, interest rates, low volatility, Raising Fed Funds, rising rates, risk, S&P 500, S&P 500 (TR), S&P 500 High Beta Index, S&P 500 Low Volatility, smart beta, stock, U.S. Federal Reserve
Using Factor Analysis to Explain the Performance of Dividend Strategies
Factor tilts have resulted in divergent dividend strategy performance following the November elections November’s US elections have buoyed investor optimism about the potential for tax reform, increased infrastructure spending, reduced regulation and accelerating economic growth. These expectations led to a 0.75% spike in the 10-year Treasury yield between Nov. 8 and Dec. 16, and a…
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