Three principles are outlined as essential to an index’s ability to effectively represent a market or market segment. Indexes that ignore these principles can undermine an index-tracking portfolio’s intended market exposure and risk/return profile.
Until now the transition to a sustainable and “green” economy has been a loose concept rather than a defined, investable, industrial system. This lack of definition and data has led to the impression that it is of limited size; small cap dominated; lacking diversification and that investors give up performance in exchange for environmental benefits. However, analysis by FTSE Russell dispels these stereotypes.
FTSE Russell announced the launch of its Stewardship, Transition and Engagement Program for Change (“STEP Change”) on May 30th 2018 with the first STEP Change report. In our STEP Change report, we provide an in-depth look at FTSE Russell’s approach to stewardship and illustrate how we conduct dialogue with companies. It includes what we have learnt from FTSE4Good and, how with leadership, we can lift market standards, including building ESG into core benchmarks.
Until recently, international investors’ access to the stocks of Chinese companies has been limited to equities listed in Hong Kong or overseas. This paper summarizes the history of China’s equity market and explains the differences between the many share classes available, helping investors understand how to gain comprehensive exposure to China’s equity markets via the total China concept.
FTSE Russell announced the promotion of Poland to Developed market status as part of the September 2017 FTSE Country Classification annual review of markets. This significant achievement is the first promotion of a country from Advanced Emerging to Developed market status to occur within the Country Classification scheme for nearly a decade.
We assess the benefits and drawbacks of the various single and multi-factor portfolio construction techniques using metrics such as factor exposure, the number of factors targeted, and concentration measures such as Effective N. On the basis of this analysis, we draw conclusions about which approach can deliver factor exposure in the most efficient manner.
FTSE Russell announced the classification of Saudi Arabia as a Secondary Emerging market within the FTSE Global Equity Index Series (GEIS) on March 28, 2018, as part of the Country Classification Interim Update. The Kingdom’s entry into the international equity markets marks a major milestone in its quest to grow and diversify its economy.
The US stock market has been enjoying a bullish run. This expansion has been going on for some time now, and there is growing concern that it cannot go on forever and a correction may soon be at hand. The most common concern one hears is that markets are “overvalued.” In this quarter’s Small Cap Perspectives report, we take a look at some statistics to help put it into perspective.
FTSE Russell, the global index, analytics and data provider, announces that VanEck Australia has chosen to license the FTSE EPRA Nareit Developed ex Australia Rental in AUD Hedged Net Tax Index for its latest Exchange Traded Fund (ETF), the VanEck Vectors FTSE International Property (Hedged) ETF. The ETF has today listed on the Australian Securities Exchange.
FTSE Russell, the global index, data and analytics provider, announces that Dutch pension fund Pensioenfonds Detailhandel has selected a custom FTSE Russell ESG benchmark as the basis of its new €5.8bn developed market passive equity fund managed by BlackRock.
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