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Research & Insights

Investing in the global green economy: Busting common myths

Until now the transition to a sustainable and “green” economy has been a loose concept rather than a defined, investable, industrial system. This lack of definition and data has led to the impression that it is of limited size; small cap dominated; lacking diversification and that investors give up performance in exchange for environmental benefits. However, analysis by FTSE Russell dispels these stereotypes.

Making a better benchmark: A practical guide to effective market representation

Three principles are outlined as essential to an index’s ability to effectively represent a market or market segment. Indexes that ignore these principles can undermine an index-tracking portfolio’s intended market exposure and risk/return profile.

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Indexing the world

As the global investment landscape continues to evolve, so does FTSE GEIS. Recently enhanced to include coverage of micro cap companies from both Developed and Emerging markets, FTSE GEIS provides investors with accurate, comprehensive coverage of global equities using an approach to index construction that is objective, transparent and reliable.

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2018 STEP Change Report: FTSE Russell Stewardship, Transition and Engagement Program for Change

FTSE Russell announced the launch of its Stewardship, Transition and Engagement Program for Change (“STEP Change”) on May 30th 2018 with the first STEP Change report. In our STEP Change report, we provide an in-depth look at FTSE Russell’s approach to stewardship and illustrate how we conduct dialogue with companies. It includes what we have learnt from FTSE4Good and, how with leadership, we can lift market standards, including building ESG into core benchmarks.

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Embracing China's economic shift through the total China concept

Until recently, international investors’ access to the stocks of Chinese companies has been limited to equities listed in Hong Kong or overseas. This paper summarizes the history of China’s equity market and explains the differences between the many share classes available, helping investors understand how to gain comprehensive exposure to China’s equity markets via the total China concept.

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Poland: The journey to Developed Market status

FTSE Russell announced the promotion of Poland to Developed market status as part of the September 2017 FTSE Country Classification annual review of markets. This significant achievement is the first promotion of a country from Advanced Emerging to Developed market status to occur within the Country Classification scheme for nearly a decade.

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The Russell 2000 Index: Small cap index of choice

The potential long-term benefits of including small cap stocks as part of a diversified, multi-asset portfolio have been well documented by numerous academic researchers and industry practitioners.

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FTSE Russell China Bond Research Report – Q1 2018

Foreign investment in onshore bonds rising as Bond Connect programme gradually takes flight.

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Top-down or bottom-up?

We assess the benefits and drawbacks of the various single and multi-factor portfolio construction techniques using metrics such as factor exposure, the number of factors targeted, and concentration measures such as Effective N. On the basis of this analysis, we draw conclusions about which approach can deliver factor exposure in the most efficient manner.

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Saudi Arabia Reclassification

FTSE Russell announced the classification of Saudi Arabia as a Secondary Emerging market within the FTSE Global Equity Index Series (GEIS) on March 28, 2018, as part of the Country Classification Interim Update. The Kingdom’s entry into the international equity markets marks a major milestone in its quest to grow and diversify its economy.

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