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Nov 03 2017

Incorporating Free Cash Flow Yield in Dividend Analysis

With high free cash flow possibly indicating a strong, healthy balance sheet, we tested to see if free cash flow yield, defined here as annual free cash flow per share divided by stock price, contains any meaningful return information and whether, all else being equal, a company with a higher free cash flow yield will deliver higher free cash income for each U.S. dollar invested and is preferable to one with a lower free cash flow yield.

Nov 02 2017

S&P Global Equity Indices Monthly Update October 2017

S&P Global Equity Indices Monthly Update October 2017

Oct 17 2017

Long-Termism: Index Impossible?

The S&P LTVC Global Index was designed as a vehicle to identify the companies that embody long-termism and give long-term market participants an index that seeks to track the performance of these like-minded companies. The index also aims to engage companies on the issue of long-termism in order to motivate them to improve disclosure on their sources of LTVC. This paper provides our philosophy and rationale on the objective, process, and structure that went into creating the index, as well as its engagement role in influencing companies to improve their reporting to market participants.

Oct 12 2017

Benchmarking Lifecycle Investment Strategies: Introducing the S&P/BMV Mexico Target Risk Indices

S&P Dow Jones Indices has introduced the S&P/BMV Mexico Target Risk Index Series, a series of multi-asset class indices that are designed to serve as benchmarks for the Mexican pension system.

Oct 02 2017

S&P Global Equity Indices Monthly Update September 2017

S&P Global Equity Indices Monthly Update August 2017

Sep 26 2017

How Smart Beta Strategies Work in the Hong Kong Market

In this paper, we analyzed the performance of six single factors (small cap, value, low volatility, momentum, quality, and dividends) in the Hong Kong market from June 30, 2006, to Feb. 28, 2017.

Sep 22 2017

S&P BSE Bharat 22 Index

In August 2017, Asia Index Private Limited (a joint venture between S&P Dow Jones Indices and BSE Ltd) launched the S&P BSE Bharat 22 Index to track performance of select companies disinvested by the Central Government of India via a new ETF.

Sep 11 2017

Inside Low Volatility Indices

The widespread adoption of the low volatility strategies by retail and institutional market participants to gain exposure to the factor indicates that low-risk investing is here to stay. It is important that market participants understand the fundamental differences between the two established forms of low-risk index construction: rankings based versus optimization based.

Sep 01 2017

S&P Global Equity Indices Monthly Update August 2017

S&P Global Equity Indices Monthly Update August 2017

Aug 11 2017

S&P Target Date Scorecard Mid-Year 2017

The S&P Target Date Scorecard provides performance comparisons, equal- and asset-weighted category averages, and analytics covering the target date fund (TDF) universe.

Aug 09 2017

S&P 500® Corporate Pensions and Other Post-Employment Benefits (OPEB) in 2016

Providing Americans with adequate retirement income and affordable medical care was one of the country's most hotly debated social and political topics of the 20th century.

Aug 08 2017

SPIVA® Institutional Scorecard–How Much Do Fees Affect the Active Versus Passive Debate?

This report examines the impact of fees on the performance of mutual funds and institutional managed accounts across equity and fixed income categories, using gross- and net-of-fees returns.

Aug 02 2017

S&P Global Equity Indices Monthly Update July 2017

S&P Global Equity Indices Monthly Update July 2017

Jul 20 2017

S&P 500® 2016: Global Sales

In 2016, the percentage of S&P 500 sales from foreign countries decreased for the second year in a row, after increasing for three consecutive years. The overall rate for 2016 was 43.2%, down from 44.3% in 2015 and 47.8% in 2014, which was at least an 11-year record high; the 43.2% rate in 2016 was the lowest since the 41.8% posted in 2003. S&P 500 foreign sales represent products and services produced and sold outside of the U.S.

Jul 07 2017

The Impact of Rising Interest Rates on REITs

It is commonly asserted that REITs are destined to underperform when interest rates rise. However, an examination of the historical record suggests that this is a misconception.

Jul 05 2017

S&P Global Equity Indices Monthly Update June 2017

S&P Global Equity Indices Monthly Update June 2017

Jun 29 2017

Looking Into the JPX/S&P CAPEX & Human Capital Index

In this paper, we dissect how the construction of the index helps to achieve its objective and examine how each of the construction criteria affects characteristics and return.

Jun 23 2017

Value and Momentum Strategies in Latin America

In this paper, we explore how a stylized, factor-based framework could be applied to equity markets in Latin America and whether performance can vary in different Latin American countries.

Jun 12 2017

ETFs in Insurance General Accounts – 2017

Insurance companies have invested in exchange traded funds (ETFs) since 2004.

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