Tag Archives: stock-selection effect
What’s Inside the S&P China A-Share Factor Indices? Sector Allocation versus Stock-Selection Effect
After examining the risk factor exposure of the S&P China A-Share Factor Indices in our previous blog, we further explore the sector bias and associated impact on index performance. Apart from the S&P China A-Share Enhanced Value Index, all the S&P China A-Share Factor Indices tended to underweight the Financials sector,[1] though other unique sector…
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