Research & Insights

We focus on some smart beta index construction approaches that follow relatively simple, intuitive weighting schemes. Regardless of their methodology, all FTSE Russell smart beta indexes follow transparent, consistent rules in order to achieve the stated index objectives.

The August 2017 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

Equal weighting is the oldest of alternative weighting methods and it has had staying power for good reason. We explore the attributes of equal weighting and explore FTSE Russell’s enhanced methodology, which has an added benefit over simple constituent equal weighting by enhancing sector diversification.

We drill down on some of the more interesting aspects of the 2017 FTSE Russell global smart beta survey and provide our perspective on the outlook for the future.

FTSE Russell has designed the FTSE Blossom Japan Index to help investors and other market participants integrate and promote ESG considerations. The index can be used to enhance ESG exposure while maintaining the index characteristics of a broad market benchmark, and also provides a strong basis for corporate engagement.

日本版スチュワードシップ・コードの導入は、機関投資家による投資先企業の責任あるオーナーシップを促進する役割を果たしています。 このコードは2014年、投資と対話を通じて企業の持続的成長を促進するために、金融庁により導入されました。

The next phase in the evolution of both smart beta and sustainable investing has begun. FTSE Russell is providing a flexible framework and tools to combine a variety of sustainability and risk premia factors together into new indexes.

Following the Fed’s December 2016 vote to raise the Fed Funds Rate a quarter point to a range of 0.5–0.75%, the Board of Governors decided to maintain that target in the first quarter of 2017. The Fed assessed conditions in the US labor market and the overall economy as favorable, with auto sales and housing activity strong contributors to economic growth.

We evaluate the criteria for creating homogenous groups of global and domestic companies to help investors gain a deeper understanding of the effect of macro-economic events and exchange rate changes on firm’s valuation.