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Tag Archives: S&P Style Indices

Jan 14, 2025

2024 S&P U.S. Style Indices Rebalancing: Key Sector Shifts and Impacts

The S&P U.S. Style Indices underwent their annual rebalancing in December 2024, leading to significant changes in sector exposures. Particularly, the S&P 500 style reclassification led to above-average turnover, as shown in Exhibit 1. While the S&P 500 Growth’s turnover was not unusual, the S&P 500 Value’s turnover was relatively high compared to the historical…

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