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Tag Archives: S&P SmallCap 600

Jun 5, 2023

Connecting the S&P/ASX 200 to U.S. Equity Icons

Many market participants have a “home bias,” typically having larger exposures to domestic securities than would be determined by their representation in the global opportunity set. Australia is no exception: compared to Australia’s 2% weight in the S&P Global BMI, Australian investors allocated an estimated 49% of their total equity allocation to domestic stocks at…

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Apr 26, 2023

Potential Applications of U.S. Equities for Asia-Based Investors

Many investors have a so-called “home bias,” allocating to their domestic market in greater proportion than would be expected based on its representation in global equity markets. Asia-based investors are no exception. Here we present our U.S. equity icons as one potential way to provide diversification for Asian investors. The breadth and depth of the…

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Apr 6, 2023

An Israeli Home with a U.S. Twist

Our new research paper shows that Israeli investors have a greater home bias than other nations: they have invested more heavily in domestic equities and allocated to the U.S. in lower proportions than their developed markets peers such as the U.K., Europe and Canada. With U.S. equities making up nearly 60% of the S&P Global…

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Mar 20, 2023

What’s in a U.S. Equity Index?

2022 was the worst year for U.S. equity indices since 2008’s Global Financial Crisis, with the S&P 500® entering a bear market and declining 18% in 2022. Despite the market blues, there were some relative winners: the S&P DJI U.S. Core Indices beat their MSCI counterparts last year, driven by differences in their methodologies. Below…

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Mar 2, 2023

S&P U.S. Indices Year-End 2022: Analyzing Relative Returns to Russell

2022 was a challenging year across asset classes, including equities. Exhibit 1 shows that there were declines across the U.S. equities market cap spectrum. For example, the S&P 500® fell 18% for the whole year; the gains in the fourth quarter were not sufficient to overcome the declines during the first three quarters. Amid the…

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Oct 28, 2022

Why Core Construction Matters

Look inside the S&P 1500 and its core components as S&P DJI’s Hamish Preston explores the performance of Equal Weight and sector indices, as well as highlighting how positive earnings can influence performance.

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Aug 29, 2022

S&P U.S. Core Indices Mid-Year 2022: Analyzing Relative Returns to Russell

In Q2 2022, the S&P 500®, S&P MidCap 400® and S&P SmallCap 600® all fell about 15%, continuing the declines from Q1 as of June 30, 2022 (see Exhibit 1). The S&P 500 experienced its worst first half since 1970. Amid the challenging environment, the S&P U.S. Core and Style Indices have generally proved more…

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Aug 18, 2022

S&P U.S. Indices Mid-Year 2022: Analyzing Relative Returns to CRSP

The first half of 2022 saw supply chain disruptions, interest rate hikes amid rising inflation and geopolitical tensions sour sentiment, creating a complex environment for equity markets. The S&P 500® was down 20%, which represented the worst start of the year since 1970. What was the impact on other S&P DJI U.S. equity indices and…

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Jul 11, 2022

Patience Is a Virtue

With the first half of 2022 in the books, commentators have noted that this year’s -20.0% total return for the S&P 500® is the worst January-June result in more than 50 years. Painful as the first six months were, what might they tell us about the rest of the year? History gives us both bad…

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May 27, 2022

Examining the Effectiveness of Indexing Small Caps

How does profitability influence risk and return in small-cap equities and why is it important to know what’s under the hood of your small-cap index S&P DJI’s Garrett Glawe, State Street Global Advisors’ Matthew Bartolini, and ValMark Advisors’ Michael McClary take a closer look at the S&P SmallCap 600.

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