Tag Archives: yield
Rates, Risk and Relative Value
It is clear that the rapid rise of the 10-year U.S. Treasury yield could have significant implications for active bond manager performance, as well as bond market volatility dynamics. But how might this affect the equity market? Another important role of U.S. Treasury yields is to act as a risk-free rate to compare to the…
- Categories Equities, Fixed Income
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Duration Distress
We’ve written previously about the traditional sources of excess return for fixed income active managers, one of which is taking on higher term or interest rate risk. 2024 witnessed a sharp reversal in the excess returns from term risk, as long duration tilts that would have rewarded managers in 2023 hurt them in 2024. A…
- Categories Fixed Income
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An Adaptive Approach to Multi-Asset Diversification
A static approach to multi-asset index construction may be slow to react to changing markets. Discover how the S&P 500 Market Agility 10 TCA Index dynamically manages its allocations to stocks and bonds to respond rapidly to market movements and yield curve trends.
- Categories Multi-Asset
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Measuring Munis: Using Indices to Assess Yield Opportunities
How are muni indices helping market participants navigate the yield curve in the current climate? S&P DJI’s Jennifer Schnabl and Vanguard’s David Sharp take a closer look at the S&P Intermediate Term National AMT-Free Municipal Bond Index and S&P California AMT-Free Municipal Bond Index.
- Categories Fixed Income
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Why Do Dividends Matter?
Income generation may be sought out by a variety of market participants, including those nearing retirement and those seeking a source of passive income. S&P DJI’s Jason Ye takes us inside the Dow Jones U.S. Dividend 100 Index for a look at yield beyond fixed income.
- Categories Factors
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Exploring Dividends Down Under
What’s driving demand for index-based access to dividends in Australia? S&P DJI’s Jason Ye surveys the dividend landscape in the Australian market and examines how market participants are using indices in the search for yield.
- Categories Factors
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Ausbiz, Australia, Australia FA, buy-write, covered call, Dividend, dividend income, dividend opportunities, dividends, factors, factors and dividends, high dividend, income strategies, Jason Ye, options, S&P/ASX 200, S&P/ASX 200 High Dividend Index, S&P/ASX 300, S&P/ASX Sustainability Screened Dividend Opportunities Index
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- Ausbiz, Australia, Australia FA, buy-write, covered call, Dividend, dividend income, dividend opportunities, dividends, factors, factors and dividends, high dividend, income strategies, Jason Ye, options, S&P/ASX 200, S&P/ASX 200 High Dividend Index, S&P/ASX 300, S&P/ASX Sustainability Screened Dividend Opportunities Index
Bringing Transparency to Green Bonds
As the global green bond market continues to grow, how are indices helping investors assess greenium and the potential opportunity set? S&P DJI’s Brian Luke joins VanEck’s Bill Sokol and Phil Kirouac for a closer look at how indexing works for green bonds. https://youtu.be/TEomyDhdG0E
- Categories Fixed Income, Sustainability
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Examining a Custom Approach to Factors
How does viewing companies through the prism of price-to-sales influence risk/return? Explore a systematic approach to indexing factors with a focus on valuations with Justin Lowry, President and Chief Investment Officer at Global Beta Advisors and S&P DJI’s Michael Mell. https://www.youtube.com/watch?v=WAdPdVlFprk
- Categories Factors
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How and Why Are Market Participants Accessing REITs in the Current Climate?
Can REITs help unlock potential income opportunities in today’s markets? S&P DJI’s Priscilla Luk and Samsung Asset Management’s Alex Yang take a closer look at practical applications for REITs in the current environment. https://www.youtube.com/watch?v=hEfIxBAfJ2s
- Categories Equities
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- Equities
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Where Are Yield Seekers Uncovering Potential Income Opportunities?
While ongoing market uncertainty has dampened property transactions in Asia and bond yields continue to lag, expanded access to REITs could provide a potential income source for yield seekers in Asia. Samsung Asset Management’s Alex Yang joins S&P DJI’s Priscilla Luk for a closer look at how indexing works for REITs in Asia. https://www.youtube.com/watch?v=Np171BLgA0w
- Categories Equities
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- Equities
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