The next phase in the evolution of both smart beta and sustainable investing has begun. FTSE Russell is providing a flexible framework and tools to combine a variety of sustainability and risk premia factors together into new indexes.
Following the Fed’s December 2016 vote to raise the Fed Funds Rate a quarter point to a range of 0.5–0.75%, the Board of Governors decided to maintain that target in the first quarter of 2017. The Fed assessed conditions in the US labor market and the overall economy as favorable, with auto sales and housing activity strong contributors to economic growth.
We evaluate the criteria for creating homogenous groups of global and domestic companies to help investors gain a deeper understanding of the effect of macro-economic events and exchange rate changes on firm’s valuation.
Smart beta indexes have become increasingly popular in recent years, with nearly three-quarters of global institutional investors and asset owners now either using or evaluating smart beta index-based strategies for their portfolios. We examine the origins of smart beta, consider the variety of indexes on offer and their uses, and look into the future of this type of index.
FTSE Russell examines the performance of the US small cap market in periods of slow economic growth, as measured by the Russell 2000 Index, and discusses how institutions that seek to access the size factor premium via ETFs can further enhance returns through securities lending programs.
The objective of this paper is to assess the relative benefits and drawbacks of the various factor and multi-factor portfolio construction techniques through the lens of factor exposure and portfolio diversification. Academic and empirical evidence tells us that portfolio exposure to certain factors is a good thing, while modern portfolio theory emphasizes the importance of diversification.
Teldar Paper was the fictional target of a hostile takeover by corporate raider Gordon Gekko in the now classic 1987 movie Wall Street. In the 30 years since the movie debuted, the paper industry has undergone major reorganization and consolidation of the sort that would have proven Gekko a visionary.
New index Series tracks bonds whose proceeds are specifically used to finance climate or environmental projects
China is now second-largest green bond market globally - $37 billion issued in 2017
Growing global demand to incorporate ESG factors as a core part of investment and stewardship approaches
FTSE Russell has 15+ year track record in promoting sustainable investment
Introduces framework for calibrating ‘Market Accessibility Levels’ for local currency, fixed-rate government bond markets
Countries tracked by our indexes will be assigned an accessibility level of 0,1 or 2, with 2 representing the highest level
A transparent, process-orientated framework assessing market accessibility for foreign investors measured across four market criteria; 17...
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