Equal weight indexes are the simplest type of alternatively-weighted index. By comparison to the standard index construction method of capitalization weighting, an equal weight index is indifferent to a stock's market value.
The fourth quarter reaction of the Russell 2000 Index’s Financial Services Sector to Donald Trump’s election as President of the United States suggests that the market is anticipating another such period of enhanced profitability, particularly for banks.
Organizing the constellation of China-based share types together may seem as far flung as the listings themselves. But in this report, we endeavor to do just that by comparing and contrasting all seven China share classes. We explore the performance of each share type, the characteristics of each share type and how those look when brought together in a combined index, and give perspective to China A’s inclusion in global benchmarks.
How have US small cap stocks as represented by the Russell 2000 performed historically at the end of an economic expansion? Previous research has shown a tendency for small caps to move into positive territory in advance of economic troughs, before recessions end. In the present research paper, we add to this body of work by examining the historical performance of the Russell 2000 around the five expansionary peaks of the US economy identified by the National Bureau of Economic Research (NBER) since 1979.
Risk-based indexes are an important category of smart beta—they target different objectives and are commonly used to complement allocations to traditional capitalization-weighted approaches. In this article, we explore the most popular types of risk-based indexes and summarize their objectives.
FTSE Russell has today launched the FTSE China A Free Indexes** in response to demand from mainland Chinese investors for a domestic version of the FTSE China A Indexes, which will eventually be included in FTSE Russell’s global indexes.
FTSE Russell announces the launch of four new benchmarks within the Russell Global Indexes. The Russell Developed Large Cap 100% Hedged to CAD indices are designed for Canadian market participants and capture specific global sector exposures.
Now in its fourth year, FTSE Russell’s latest global institutional market survey, Smart Beta: 2017 Global Survey Findings from Asset Owners, indicates that smart beta adoption is at an all time high and that investors continue to find new applications for its use. The percentage of asset owners reporting an existing smart beta allocation has reached a new peak of 46%, up from 36% last year. The trend over the past three years shows that increasing global growth and adoption of smart beta is continuing in 2017, with adoption of smart beta in Europe still greater than in North America and Asia Pacific, with 60% of asset owners reporting an allocation.
In this blog post we’ll take a closer look at how each of China’s seven primary share classes relate to each other and to the more mature US equity market. We also examine what effect A-share inclusion would have on the global index landscape and why A-shares continue to feature so prominently on FTSE Russell’s “watch list” for classification as an emerging market, the condition which would allow A-shares into the applicable global and emerging market indexes.
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