Tag Archives: S&P 500 Low Volatility Index
Mondo Mashups
Whether you call it soccer or football, there’s no denying the World Cup was a blast for North Americans and visitors alike. Off the field, one of the most enjoyable spectator sports was watching camaraderie emerge from road trips and cultural mashups. Whether it was the Tartan Army firing up the Miami Marlins, Samurai Blue…
- Categories Factors
- Other Tags
- Categories
- Factors
- Other Tags
The Market Measure: June 2025
Review a resurgent S&P 500, check in on the performance of trend-following equities, dig into two factor indices—the S&P 500 High Beta Index and S&P 500 Low Volatility Index—that took a very different route to the same destination, make a detour for a look at the performance of select international equities and find out what…
The Market Measure: April 2025
How did S&P DJI’s indices perform in Q1? Why is Low Volatility attracting interest, and what else is navigating the trade trends successfully? Explore the highlights.
Expectations and Anomalies
At one point deep into the Global Financial Crisis of 2008, I remember a clever colleague declaring “less down is the new up.” He wasn’t alone in this point of view, since in a world with so many markets and indices falling in unison, those that performed relatively better justifiably gained attention. One of those…
- Categories Factors
- Other Tags
- Categories
- Factors
- Other Tags
Resilience amid Rising Volatility: The S&P 500 Low Volatility Index
Until recently, the continuous rise of the S&P 500® seemed unstoppable. However, with the return of market volatility and macroeconomic uncertainty, there has been a growing appetite for defensive strategies and risk mitigation. The S&P 500 Low Volatility Index has emerged as a standout performer, further solidifying its reputation for stability in uncertain times. This…
- Categories Factors
- Other Tags
The S&P 500 Low Volatility Index: Currently Valued at the 99th Percentile of Cheapness Relative to the S&P 500
Investor enthusiasm for AI and mega-cap technology stocks has propelled the S&P 500® to a gain of more than 30% over the past 12 months. As the S&P 500 has been reaching new highs on a regular basis, it is understandable if low volatility stocks have not been at the top of investors’ minds. This…
- Categories Factors
- Other Tags
- Categories
- Factors
- Other Tags
The February 2024 Rebalance of the S&P 500 Low Volatility Index
Since the previous rebalance for the S&P 500® Low Volatility Index on Nov. 17, 2023, and its most recent on Feb. 16, 2024, the S&P 500 delivered a stunning 11.3% return. During this period, the S&P 500 Low Volatility Index was up 5.3%, strong by historical standards, albeit underperforming the S&P 500. As has been the…
- Categories Factors
- Other Tags
- Categories
- Factors
- Other Tags