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Tag Archives: topposts2021

Aug 3, 2021

Introducing the S&P QVM Top 90% Multi-factor Indices

Earlier this year, S&P DJI launched three S&P Quality, Value, and Momentum Top 90% Multi-factor Indices (the “S&P QVM Top 90%” Indices) across our large-cap, mid-cap, and small-cap universes. Each of these indices is tracked by an ETF. Compared to S&P DJI’s other flagship multi-factor indices, this new series represents a differentiated approach to multi-factor…

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Jul 13, 2021

Digital Market Toolkit Expands with the Latest S&P Cryptocurrency Indices

We are proud to announce the launch of our latest cryptocurrency indices, featuring the new S&P Cryptocurrency Broad Digital Market (BDM) Index. As we have discussed before, cryptocurrencies come with a host of new opportunities and challenges. As an emerging space, one of the biggest issues is a lack of transparency. Our new S&P Cryptocurrency…

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Jun 15, 2021

Valuing Equal Weight

We have previously discussed the impact of Equal Weight’s rebound on its exposure to the momentum factor. We now turn our attention to its exposure to the value factor, as the recovery in smaller caps and value stocks has been an important tailwind for the strategy. The S&P 500® Equal Weight is typically biased toward…

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May 6, 2021

The Rebalance of Power: Tesla, Walmart, & Disney Join the S&P 500 ESG Index, Facebook, Wells Fargo, & Costco Dropped

ESG momentum shows no signs of stopping, with sustainable fund assets nearing USD 2 trillion, following record inflows in Q1.1 Pressure on firms to perform in sustainability rankings has never been higher, as Wall Street’s hottest topic gets hotter still. But what firms benefit from all this heat? From the assets flowing into S&P 500®…

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Feb 17, 2021

From Large Cap to All Cap: Introducing the S&P MidCap 400 ESG and S&P SmallCap 600 ESG Indices

Whoever said size doesn’t matter, wasn’t talking about ESG. For years, we’ve known that larger companies tend to fare better when it comes to sustainability.1 But thanks to the launch of the S&P MidCap 400® ESG Index and S&P SmallCap 600® ESG Index, that may be about to change. As per the S&P ESG Index…

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Feb 3, 2021

Efficient Markets and Irrational Exuberance

Recent headlines have reflected the extraordinary behavior of GameStop Corp.; the company’s stock rose from $18.84 at year-end 2020 to $325 at the close on Jan. 29, 2021, then declined to $90 in the first two trading days of February. At year-end, GameStop was the 314th largest stock in the S&P SmallCap 600®. By the…

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Feb 2, 2021

Why Clean Energy Now

The U.S. Energy Information Administration (EIA) forecasts that power generation coming from renewable sources, such as wind, solar, hydro, and geothermal, should provide the majority of the world’s energy needs by 2050.1 The use of renewable energy has been increasing significantly over the last decade, however its current level of consumption still lags those of…

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Jan 21, 2021

Bitcoin’s Rise Reminiscent of U.S. Gold Rush

The recent enthusiasm for Bitcoin is reminiscent of the Gold Rush in the western U.S. from 1848-1860. With fits and starts, U.S. enthusiasm for gold exploded over this time period. Gold was the most popular safe haven and store of value in the 19th century. Viewed as one of the least volatile commodities, gold prices…

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Jan 12, 2021

Style Rotation through the Revenue Exposure Lens

One of the major trends in the last few years has been the outperformance of large, growth-oriented stocks and, at first glance, 2020 represented a continuation of this trend. For example, the S&P 500® Growth (33.5%) outperformed the S&P 500 Value (1.4%) by 32.1% last year, the largest difference in calendar year total returns between…

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Jan 4, 2021

Decrement Indices Explained

Decrement indices have gained popularity as the underlying assets of equity-linked structured products in Europe and Asia. According to SRP, among the 318 products across asset classes in France that matured or autocalled between April 2018 and March 2019, more than 32 were linked to decrement indices.1 One of the reasons behind this recent popularity…

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