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Research & Insights

Multi-factor indexes: The power of tilting

It wasn’t too long ago that the concept of factors in investing was the exclusive province of professors of finance and a few active “quant” managers. Mainstream portfolio construction was focused primarily on asset allocation. Within equities, that meant achieving the right balance in allocation to various segments such as large cap and small cap, country and sector, and perhaps value and growth styles.

Smart beta: 2017 global survey findings from asset owners

Recently, a major shift has been observed among asset owners who once took a “tokenistic” approach toward environmental, social and governance (ESG) and are now looking to integrate it into core investment strategies.

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FTSE Country Classification Process

This paper describes the FTSE country classification process which is designed to be transparent and evidence-driven.

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Clear Path Analysis Report: Sustainable smart beta investing for institutional investors

Recently, a major shift has been observed among asset owners who once took a “tokenistic” approach toward environmental, social and governance (ESG) and are now looking to integrate it into core investment strategies.

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FTSE Saudi Arabia Inclusion Index Series: Your keys to the kingdom

FTSE Russell has launched the FTSE Saudi Arabia Inclusion Index Series, a comprehensive series of global, regional and country-level indexes which can be used as a transitional tool in preparation for the potential inclusion of Saudi Arabia in the widely-followed FTSE Global Equity Index Series.

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FTSE Russell China Bond Research Report Q3 2017

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

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The Russell 1000 Pure Domestic Exposure Index: Targeted exposure to US economic growth

By selecting only those stocks that are both domiciled within the US and also do most of their business within the US, the Russell 1000 Pure Domestic Exposure Index connects directly to the engines of US economic growth.

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Passive Aggressive: Is ESG integration into passive becoming the new norm?

The world of index-based investing is in flux as ESG integration into passive is on course to become the norm for new mandates. In the last year there has been a quiet revolution taking place as asset owners have been moving to integrate ESG into index designs for new mandates on core passive portfolios.

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International investment and the US dollar

In 2015 FTSE Russell launched a series of international equity indexes for the USD-based investor that are 50% USD hedged to help investors evaluate their currency exposures and their hedging strategies when investing in foreign equities. This paper updates the research on the behavior of these indexes through June 2017; the results are consistent with earlier published findings.

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Industry Classification Benchmark: Structural enhancements to the industry categorization framework

In this paper we describe the enhancements to the ICB framework, outline the rationale for key changes to its structure and summarize the impact of the proposed changes.

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