Tag Archives: U.S. sectors
The S&P Composite 1500®: An Efficient Measure of the U.S. Market
The S&P 1500 serves as both a benchmark indicator for U.S. equity market performance and as a basis for passively replicating investment products that aim to deliver a “market” return. Our new paper examines the index from both these perspectives, and compares the S&P 1500 with other U.S. equity market indices. Here are a few…
- Categories Equities, S&P 500 & DJIA
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Large-Cap Real Estate Was the Top U.S. Segment in May
After four consecutive months of gains by the S&P 500®, the U.S. equity market broadly declined in May. The S&P 500, S&P MidCap 400®, and S&P SmallCap 600® declined 6.6%, 8.1%, and 8.9%, respectively. The primary catalyst was the renewed trade tension between the U.S. and China, which reversed course from the optimism coming out…
- Categories Equities, S&P 500 & DJIA
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- Categories
- Equities, S&P 500 & DJIA
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Looking Through The Sector Lens
We’ve recently noted that this month’s market turmoil created a radical reversal of factor returns, poking holes in this year’s momentum bubble. A similar trend has occurred within sectors. During the first nine months of 2018, Consumer Discretionary and Info Tech dominated performance, as seen in Exhibit 1. For the first two weeks of October,…
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Some Bite-Sized Highlights from our Sectors Webinar
We recently hosted a webinar examining the potential value in a sector-based approach to portfolio construction, their application in navigating different market environments, and some key considerations for those adopting sector-based strategies. You can view a replay of the event here; a few highlights might whet the appetite… The Global Importance of U.S Equity Sectors…
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There’s Nothing Equal About Equal Weight Returns
Let’s use the S&P 500 as a starting point since it is the most basic beta, or representation of the U.S. stock market. Since its launch in 1957, it has grown with the stock market and has become the most widely used benchmark of the U.S. stock market with numerous products tracking it. Although in…
- Categories Equities, S&P 500 & DJIA, Strategy
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Capturing Global Market Gains Using U.S. Sectors
Almost a decade after the global financial crisis, the S&P Global BMI (Broad Market Index), a measure of the global stock market has gained 234.4% from its bottom on March 9, 2009. As of January 26, 2018, the index level was 33.7% above its pre-crisis high that happened on October 31, 2007. Interestingly, the current…
- Categories Equities, S&P 500 & DJIA
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S&P 500 Companies Issued USD 775 Billion of Bonds in 2017
2017 was the sixth consecutive year of record U.S. corporate bond issuances, as companies continued to take advantage of the accommodative environment created by low interest rates and strong investor demand. As measured by the S&P 500® Bond Index, 325 companies came to market for a total of over USD 775 billion in 2017. Approximately…
- Categories Fixed Income
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- Fixed Income
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