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Research & Insights

Saudi Arabia Reclassification

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.

Top-down or bottom-up?

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.

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Implementation considerations for factor investing

Investors of large pension funds or insurance companies should care about factors. They are systematic drivers of portfolio risk and return and at the heart of risk management tools. This paper is to help institutional investors pose the right questions and develop a further understanding of the role of factor investing, thereby facilitating the decision-making process.

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Incorporating diversity in passive investments

The FTSE Women on Boards Leadership Index Series is designed to integrate leadership in gender diversity into a broad market benchmark. These indexes increase exposure to companies based on the strength of their gender diversity leadership at the board level and how well they manage wider impacts on society.

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Redrawing the equity map with global small caps

The earth is flat... or so it was believed, until sometime after 500 B.C. Until then, explorers dared not venture too far, for fear of reaching the physical limits of the planet and... falling off. It’s easy to imagine how constrained the world must have seemed to those who held this view. Equity indexing, too, has had its own “flat earth” period, when the global opportunity set seemed to be limited to the largest stocks from a select number of large countries.

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FTSE Russell China Bond Research Report Q4 2017

The January 2018 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

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Indexing the world

As the global investment landscape has evolved over time, so has FTSE GEIS through our global perspective and dedicated governance process. Today, FTSE GEIS provides investors with accurate, comprehensive coverage of global equity markets using an approach to index construction that is objective, transparent and reliable.

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Making a better benchmark: A practical guide to effective market representation

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.

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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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