Get Indexology® Blog updates via email.


Tag Archives: US FA

Sep 29, 2022

Shooting Hoops with Michael Jordan: An Allegory

I am not a particularly good athlete, and perhaps the sport at which I am most inept is basketball. Despite that, let’s assume that I somehow challenge Michael Jordan, arguably the best player in the history of the game, to a free throw shooting contest. What are my chances of success? (Stay with me, I…

READ

Sep 8, 2022

SPIVA Institutional and the Pharaohs of Finance

Ptolemy I (367 BC-282 BC), one-time companion of Alexander the Great and later pharaoh of Egypt, has an important role in intellectual history. Among other contributions, he is credited with founding the library at Alexandria, one of the seven wonders of the ancient world, and for personally sponsoring the work of Euclid, a mathematician whose…

READ

Aug 30, 2022

Defense in the Balance

Balanced portfolios traditionally (and definitionally) hold a mix of stocks and bonds. Stocks have been the better-performing asset over time, but with a level of volatility that many investors find unacceptably high. Although bonds are usually included in a balanced portfolio more as a volatility dampener than a return enhancer, during the bull market in…

READ

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…

READ

Aug 24, 2022

Using Indices to Help Align ESG Goals and Values

Take a closer look at the importance of index construction and underlying data across the ESG spectrum with S&P DJI’s Ben Leale-Green.    

READ

Aug 24, 2022

Minimizing Carbon Intensity with the S&P Carbon Control Indices

When it comes to climate change, one of the most effective mitigation options is to decarbonize the economy.1 Not only does the world need to rethink energy systems, transport technologies and materials production processes, but also the role of capital in financing the low-carbon transition. Low-carbon indices offer market participants an efficient way of managing…

READ

Aug 19, 2022

Low Volatility Holds Its Own

If the first six months of 2022 were defined by the woes of equities, the year’s second half has been defined (so far!) by a comeback. Since hitting a low in mid-June, the S&P 500® has gained an impressive 17.1% through Aug. 18, 2022. In such an environment, low volatility strategies are expected to underperform,…

READ

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…

READ

Aug 8, 2022

Exploring the S&P 500 ESG Leaders Index – Goldilocks’ Choice of the S&P ESG Index Series

S&P Dow Jones Indices (S&P DJI) launched the S&P 500® ESG Leaders Index in February 2022. The index sits within our S&P ESG index offerings, which has been designed to offer different solutions to reflect the wide range of ESG index investment needs. Sustainable investing continues to gain traction for a multitude of reasons—one being…

READ

Jul 28, 2022

Schrödinger’s Carbon: Intensity and Paris Alignment

In quantum mechanics, Schrödinger’s Cat refers to the paradoxical consequences of a thought experiment: can a cat be simultaneously dead and alive? A similarly counterintuitive phenomenon can be found in the context of climate-based analysis: whereby an index may boast a relatively low carbon intensity and yet, perhaps surprisingly, not be judged as aligned with…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL