Tag Archives: S&P DJI
Measuring Megatrends with Indices
How do the S&P Kensho New Economies track long-term transformational trends? S&P DJI’s Anu Ganti and State Street Global Advisors’ Dan Braz take a closer look at how machine learning and a unique methodology may be construed as a fusion of active/passive in a rules-based framework.
- Categories Thematics
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- Categories
- Thematics
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Looking Under the Hood of S&P 500 Information Technology Performance
Has the IT sector done well because of the quality factor, or is it the other way round? S&P DJI’s Anu Ganti takes a closer look at the relationship between sectors and factors to explore what’s driving IT’s climb over the past 12 months.
- Categories Factors
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Market Dynamics Amid CARES Act Influx
How is COVID-19 relief impacting U.S. market segments? S&P DJI’s Gaurav Sinha takes a closer look at fixed income spreads, small- and mid-cap equities, and a potential role for the quality factor moving forward.
- Categories Equities
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- Categories
- Equities
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Aligning Investment Objectives and ESG Values
S&P DJI’s Mona Naqvi discusses how the S&P 500 ESG Index could help investors maintain their ESG values without sacrificing performance.
- Categories ESG
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- Categories
- ESG
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How is the Current Environment Impacting Your Retirement?
Explore how our new quarterly dashboard on S&P STRIDE can help investors better understand and plan for retirement with S&P DJI’s Hamish Preston. Get the latest dashboard: https://spdji.com/documents/commentary/dashboard-stride-2020-03.pdf.
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Is Mid-cap Outperformance an Illusion?
S&P DJI’s Craig Lazzara explains how style drift could be responsible for inflating the perception of active manager skill. Read the Performance Trickery blogs at: www.indexologyblog.com
- Categories Equities
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Is Volatility an Investor’s Friend or Enemy?
Explore how high volatility and high dispersion can impact passive and active managers’ performance with S&P DJI’s Craig Lazzara. Get the latest Dispersion, Volatility, & Correlation dashboard: https://spdji.com/documents/commentary/dashboard-dispersion-2020-03.pdf
- Categories Equities
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Exploring VIX® in Volatile Markets
How can VIX data help us understand the current market environment? S&P DJI’s Tim Edwards explores what recent historical highs for VIX could mean for equity and commodity markets moving forward. Get the latest Risk & Volatility dashboard on Indexology: https://spdji.com/indexology/risk-management/risk-volatility-dashboard
- Categories Strategy
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How the S&P Managed Risk 2.0 Indices Dynamically Respond to Risk
Explore how a transparent, rules-based approach to risk management is designed to offer participation and downside protection with S&P DJI’s Tianyin Cheng. To learn more, read Tianyin’s latest blog, “The Trade-Off between Upside Participation and Downside Protection.”
- Categories Equities
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