Research & Insights
While there are a variety of widely-accepted metrics for defining and capturing the value factor in equities, there has not been nearly such a widely-accepted approach for capturing the value effect in fixed income. In this paper we demonstrate our first analysis of value in fixed income and outline our approach to it by utilizing a model-implied OAS framework to identify under- and over-valued securities.
The October 2018 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.
Top 5 UK Local Government Pension Scheme commits to ‘Smart Sustainability’ multi-factor climate index Global equity index will combine comprehensive factor exposure alongside climate change considerations New index expected to launch in November 2018 FTSE Russell collaborating with Merseyside Pension Fund to support the Fund’s Climate Risk Strategy Growing trend among asset own...
FTSE Russell has launched a new Shariah-compliant index tracking companies listed on the Singapore Exchange (SGX). The FTSE ST Singapore Shariah Index has been designed to track Shariah-compliant companies listed on SGX and can used as the basis of investment products.