REITs have enabled investors of all types to gain access to a regular income stream, a diversified portfolio of underlying properties and a link to the capital values of the portfolio holdings by means of companies with securities listed on a public stock exchange.
Examining the emergence of factor investing strategies and their uses within an institutional portfolio
Factor investing is growing in popularity. But how does it help investors manage their portfolios? In this article we show how factors draw upon the substantial heritage of quantitative investing to produce a versatile tool for use in a variety of investment contexts.
The Value style continued to assert its leadership in the cycle of style performance. Index data demonstrates that, regardless of cap size, defensive characteristics —companies with less economic sensitivity and more stable earnings profiles — are showing strength for the year, as are Value companies, as determined by higher relative Book-to-Price characteristics.
The first wave of smart beta index products was concerned with addressing index concentration and reducing volatility. Such products embed a set of implicit factor outcomes and were followed by products that explicitly targeted specific factor outcomes. In this article we provide an overview of why factors matter and how investors are using them.
As growing interest in smart beta is driven by risk- and return-based considerations, we provide examples of how smart beta indexes are being used by and illustrate the current use of smart beta through three case studies involving our clients.
There have been positive recent developments to open up the onshore Chinese bond market. This paper provides insights to the onshore China bond market by comparing characteristics of the FTSE Onshore China Bond Index Series and the European government bond markets.
Insights on what happened to the US listed real estate market during the most recent three periods of increases in the Fed Funds rate, giving special attention to the performance of different real estate sub-sectors.
China is now the world’s largest economy (when measured by purchasing power parity (PPP)) and the largest trading nation2. The country’s domestic currency bond market is the third-largest in the world, following the United States and Japan, and has been growing rapidly in recent years.
No changes to the constituents of the FTSE Bursa Malaysia KLCI
Six new constituents to be added to FTSE Bursa Malaysia Mid 70 Index
Two new constituents to be added to FTSE Bursa Malaysia Hijrah Shariah Index
FTSE Russell announces that there will be no changes to the constituents of the FTSE Bursa Malaysia KLCI, following the semi-annual review of the FTSE Bursa Mala...
By: Catherine Yoshimoto, senior index product manager
The Russell Equal Weight Index Series applies a two-tiered equal weighting methodology – first, to equally weight each sector and then to apply an equal weighting to each constituent within that sector resulting in increased diversification.
The FTSE Russell Smart Beta: 2017 Global Survey Findings from Asset Owners report has revealed growing interest in both smart beta and sustainability investing over the last few years. Now there is a way to combine the two strategies that could maximize the desired exposures.
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