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Research & Insights

Implementation considerations for defensive strategies: A look at three approaches

Recent market turbulence has refocused attention on the potential long-term benefits of defensive investment strategies. In this new paper, we take an in-depth look at three such approaches.

Factor valuation considerations


Factor investing is increasingly in vogue, with estimates of passive assets tracking such strategies reaching US$729B. This popularity has led investors, academics and practitioners to question the extent to which factor premiums may have been arbitraged away and the future performance of such factor strategies.One approach to answering these questions is to assess the relative valuation of factor strategies. In this paper, we review this ongoing debate and highlight key aspects that investors should consider when assessing factor valuations.

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Indexing the world

As the global investment landscape continues to evolve, so does FTSE GEIS. Recently enhanced to include coverage of micro cap companies from both Developed and Emerging markets, FTSE GEIS provides investors with accurate, comprehensive coverage of global equities using an approach to index construction that is objective, transparent and reliable.

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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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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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