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.
Smart beta indexes have become increasingly popular in recent years, with nearly three-quarters of global institutional investors and asset owners now either using or evaluating smart beta index-based strategies for their portfolios. We examine the origins of smart beta, consider the variety of indexes on offer and their uses, and look into the future of this type of index.
FTSE Russell examines the performance of the US small cap market in periods of slow economic growth, as measured by the Russell 2000 Index, and discusses how institutions that seek to access the size factor premium via ETFs can further enhance returns through securities lending programs.
The objective of this paper is to assess the relative benefits and drawbacks of the various factor and multi-factor portfolio construction techniques through the lens of factor exposure and portfolio diversification. Academic and empirical evidence tells us that portfolio exposure to certain factors is a good thing, while modern portfolio theory emphasizes the importance of diversification.
One addition to the FTSE China A50 Index in this review period
No changes to the FTSE China 50 Index
FTSE Russell, the global index provider, has today announced the results of the FTSE China Index Series quarterly review. Wens Foodstuff Group will be added to the FTSE China A50 Index and, as a result, China Railway Group will be deleted from the index. In the FTSE China 50 I...
FTSE Russell, the global index provider, advises of the following indicative changes to the FTSE 100 and FTSE 250 based on data as at Friday 22 February 2019.
PLEASE NOTE: The actual review of the FTSE UK Index Series will be conducted using data as at market close on Tuesday 26 February 2019. Confirmed rebalance changes will be announced after market close on Wednesday 27 February 2019....
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