Tag Archives: S&P Intrinsic Value Weighted Japan Index

Jul 12, 2016

Looking at the Low Beta and Value Legs of the S&P GIVI® Japan

The spread between the returns of the S&P GIVI Japan and its benchmark index, the S&P Japan BMI, comes from three sources: the excess return of the S&P Low Beta Japan Index; the excess return of the S&P Intrinsic Value Weighted Japan Index; and a residual effect that comes from the sequential approach to the…

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