Research & Insights

Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. Listed real estate has historically lacked appropriate tools to allow investors to assess and effectively integrate their exposure to climate risk in their investment strategies. The FTSE EPRA Nareit Green Indexes have been developed with data input from GeoPhy, a specialist data provider, and real estate associations EPRA and Nareit to provide a sustainability-focused extension to the FTSE EPRA Nareit Global Real Estate Index Series.

Factor index construction is currently a widely discussed topic among institutional investors and asset managers, particularly whether the construction of multi-factor indexes should be top-down or bottom-up. In this paper, we compare the exposure and diversification outcomes of multi-factor portfolios that use a composite index, a composite factor and a multiple tilt approach to index construction.

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.

We are delighted to announce the publication of a new factors report produced in association with Clear Path Analysis. The report, entitled “Identifying and selecting factors that outperform market benchmarks,” takes a broad look at how factors and factor investing continues to impact the investment landscape.

Infrastructure is an asset class 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. Developed markets listed infrastructure indexes enable investors to measure the performance of an increasingly important segment of global equity markets. In our latest core infrastructure paper, we explore the wide range of infrastructure assets, examine how the FTSE Developed Core Infrastructure Index works, and look at how the potential for higher dividend yields is generating interest in infrastructure from a wide variety of investors.

Our latest factor research paper introduces empirical evidence of what academics have been telling us for many years – that factor exposures matter. Factor exposures are important drivers of portfolio performance and in many practical cases, the dominant drivers.

As a result of recent enhancements, China A Shares (available through the "Northbound" Stock Connect route) will be assigned as Secondary Emerging and will join the FTSE Russell’s global equity benchmarks in June 2019. Read this paper for deeper insight into China's economic metamorphosis over the past 40 years as well as recent developments surrounding China’s domestic equity and bond markets, and to learn more about FTSE Russell’s approach to measuring China’s progress through our leading China markets indexes.

Read our Index Insight for more information about the types of gilts available in the market, and put it all into context by learning about the growth of the gilt market, the gilt issuance process and market appetite, the methodology of the fitted daily yield curves and the governance and oversight of the Index Series.