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Research & Insights

Investing in the global green economy: Busting common myths

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.

The Indian fixed income market

With a burgeoning economy and two-thirds of its massive and rapidly growing population of working age, India is viewed by many as a highly attractive country for doing business. This paper surveys the state of the Indian Rupee-denominated fixed income markets and considers the opportunities for foreign investors.

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Harnessing the long-term potential of dividend growth

This paper explores the key characteristics and return patterns that have differentiated dividend growth strategies over time as well as explores the dividend growth methodology that ensures the long-term viability of dividends being paid.

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Surveying the UK equity market and economic landscape

The UK equity market stands out most starkly from global peers in its pronounced overseas business exposure. "Surveying the UK equity market and economic landscape" takes a close look at the FTSE UK Index Series, highlighting its long history of evolution and innovation as one of the broadest measures of the overall UK equity market, then inspects its attributes and important distinctions and assesses the potential economic impact of Brexit on the vaunted index series.

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Building blocks for the low carbon economy: Managing climate risk in real estate investing

Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. Listed real estate has historically lacked appropriate tools to allow investors to assess and effectively integrate their exposure to climate risk in their investment strategies. The FTSE EPRA Nareit Green Indexes have been developed with data input from GeoPhy, a specialist data provider, and real estate associations EPRA and Nareit to provide a sustainability-focused extension to the FTSE EPRA Nareit Global Real Estate Index Series.

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Alternative approaches to multi-factor index construction: Like-for-like comparisons

Factor index construction is currently a widely discussed topic among institutional investors and asset managers, particularly whether the construction of multi-factor indexes should be top-down or bottom-up. In this paper, we compare the exposure and diversification outcomes of multi-factor portfolios that use a composite index, a composite factor and a multiple tilt approach to index construction.

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Fixed Income Factor Research Series - The Value Effect

While there are a variety of widely-accepted metrics for defining and capturing the value factor in equities, there has not been nearly such a widely-accepted approach for capturing the value effect in fixed income. In this paper we demonstrate our first analysis of value in fixed income and outline our approach to it by utilizing a model-implied OAS framework to identify under- and over-valued securities.

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FTSE Russell China Bond Research Report Q3 2018

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

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Clear Path Analysis - Factor Investing 2018

We are delighted to announce the publication of a new factors report produced in association with Clear Path Analysis. The report, entitled “Identifying and selecting factors that outperform market benchmarks,” takes a broad look at how factors and factor investing continues to impact the investment landscape.

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Meeting the demand for listed infrastructure indexes in developed markets

Infrastructure is an asset class often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. Developed markets listed infrastructure indexes enable investors to measure the performance of an increasingly important segment of global equity markets. In our latest core infrastructure paper, we explore the wide range of infrastructure assets, examine how the FTSE Developed Core Infrastructure Index works, and look at how the potential for higher dividend yields is generating interest in infrastructure from a wide variety of investors.

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