FTSE Russell

Investing in listed real estate

October 3, 2019
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#Real Estate

Real estate is a popular asset class. One of the ways to get exposure to it is via listed real estate companies. In this report we are looking at practical considerations of investing in listed real estate.

FTSE Russell

Industry Classification Benchmark (ICB) reclassification

September 26, 2019
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#Equity Indexes

The Industry Classification Benchmark (ICB) provides the foundation of industry and sector analysis utilized by exchanges, investment managers and researchers across the globe. The ICB structure was recently...

FTSE Russell

Clear Path Analysis – Managing Market Volatility

August 15, 2019
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#Alternatively Weighted

Interested in understanding the state of volatility in the current market? This comprehensive package from Clear Path Analysis and FTSE Russell covers all the important focal points with top industry thought leaders...

FTSE Russell

A focus on funded status volatility of corporate DB plans

August 1, 2019
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#Market Commentary

Year after year, plan sponsor surveys show controlling funded status volatility (surplus risk) as the top priority for their organizations. When liabilities grow faster than plan assets, additional cash contributions...

FTSE Russell

FTSE Russell China Bond Research Report Q2 2019

July 29, 2019
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#China

China’s bond market continues to evolve as Q2 gives way to Q3 – and it is attracting more interest from international participants eager for exposure to the world’s second largest economy.

FTSE Russell

The size exposure spectrum and factor tilts

July 11, 2019
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#Alternatively Weighted

In this paper, we illustrate that capitalization weighting, equal weighting and inverse market-capitalization weighting schemes are special cases of a more general class of factor tilt indexes that embed specific and...

FTSE Russell

Smart Sustainability: Examining regional appeal

July 1, 2019
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#Sustainable investment

This Insight discusses the growth of smart sustainability, investors’ motivations for applying ESG considerations to smart beta, the factors that are causing regional differences in demand, and the outlook for smart...

FTSE Russell

Russell US Indexes – 40 years of insights

June 28, 2019
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#Equity Indexes

In this report, we take advantage of four decades of information to observe how the US equity markets have reflected the overall growth in the US economy as well as the shift from a largely industrial economy to one...

FTSE Russell

Fallen Angels in the US credit market

June 13, 2019
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#Fixed Income

A Fallen Angel is a corporate, or sovereign, bond downgraded from Investment Grade to a High Yield credit rating. Thus, the downgrade from Investment Grade (IG) to High Yield (HY) is far more significant than a...

FTSE Russell

Practical Considerations for Listed Infrastructure

June 10, 2019
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#Infrastructure

Infrastructure is an investment category often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. FTSE...

FTSE Russell

Factor behavior through the cycle

June 7, 2019
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#Factors

Factors have become an influential force in investors’ decision-making processes, buttressed by a growing body of academic and financial industry research that has affirmed the effectiveness of factors in driving...

FTSE Russell

Russell 1000 Equal Weight Index: Equal weighting refined

April 1, 2019
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#Alternatively Weighted

Equal weighting is known as one of the oldest and time-tested approaches to reduce concentration risk and enhance diversification. This paper explores the key benefits of equal weighting over its cap-weighted...

FTSE Russell

Factor valuation considerations

February 14, 2019
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#Factors

Factor investing is increasingly in vogue, with estimates of passive assets tracking such strategies reaching US$729B. This popularity has led investors, academics and practitioners to question the extent to which...

FTSE Russell

The Indian fixed income market

January 18, 2019
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#Fixed Income

With a burgeoning economy and two-thirds of its massive and rapidly growing population of working age, India is viewed by many as a highly attractive country for doing business. This paper surveys the state of the...

FTSE Russell

Harnessing the long-term potential of dividend growth

January 18, 2019
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#Currency

Dividend growth strategies have often been regarded as attractive sources of income due to their resiliency in market downturns and subsequent participation in market rallies. This paper explores the key...