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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.

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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Factor Indexes and Factor Exposure Matching: Like-for-Like Comparisons

Our latest factor research paper introduces empirical evidence of what academics have been telling us for many years – that factor exposures matter. Factor exposures are important drivers of portfolio performance and in many practical cases, the dominant drivers.

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Understanding China's Economic and Market Developments: Managing China's Transition Into Global Benchmarks

As a result of recent enhancements, China A Shares (available through the "Northbound" Stock Connect route) will be assigned as Secondary Emerging and will join the FTSE Russell’s global equity benchmarks in June 2019. Read this paper for deeper insight into China's economic metamorphosis over the past 40 years as well as recent developments surrounding China’s domestic equity and bond markets, and to learn more about FTSE Russell’s approach to measuring China’s progress through our leading China markets indexes.

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FTSE Actuaries UK Gilts Index Series

Read our Index Insight for more information about the types of gilts available in the market, and put it all into context by learning about the growth of the gilt market, the gilt issuance process and market appetite, the methodology of the fitted daily yield curves and the governance and oversight of the Index Series.

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