Tag Archives: S&P 500 Sectors
A Changed World
The world looks much different than it did three months ago. Since then equities hit their all-time peak, entered a bear market, exited a bear market, and currently sit 15% off peak with sustained higher volatility levels. The latest rebalance for the S&P 500 Low Volatility Index®, effective after the close of trading today, rotated…
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defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
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- defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
Using Sector & Industry Indices to Uncover Opportunity
Could higher dispersion in sectors and industries translate to outperformance? S&P DJI’s Anu Ganti explores how index data can be used to inform tactical sector rotation strategies in periods of high volatility. https://www.youtube.com/watch?v=3GHJ3YohLEE Get the latest sector dashboard: https://spdji.com/indexology/sectors/us-sector-dashboard.
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Volatile Start to 2020 – What’s Next?
Last year’s prognostications about the events and trends to monitor in 2020 have evaporated as COVID-19 has upended people’s lives and caused massive recalibrations in financial markets. In Q1 2020, we said “goodbye to the bull market”; large market movements became the new normal; correlations and dispersion shifted drastically; quantitative easing returned; and access to…
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Protection and Participation
Through Feb. 20, 2020, the S&P 500 Low Volatility Index® is up 5.9% compared to a gain of 4.7% for the S&P 500. Equities roared out of the gate in 2020 but a hiccup in late January allowed Low Vol to catch up and eventually overtake the S&P 500. Those who are familiar with low…
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defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, institutional investor, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
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- defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, institutional investor, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
Winning by Losing Less
Except for a couple of hiccups, the U.S. stock market has more or less hummed along in an upward trajectory for 2019. Through October, the S&P 500 is up 23%. What is surprising is that the S&P 500 Low Volatility Index® outperformed the benchmark by almost 3%, gaining 26% over the same period. This is…
- Categories Factors, S&P 500 & DJIA, Strategy
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defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, institutional investor, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
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- Factors, S&P 500 & DJIA, Strategy
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- defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, institutional investor, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
Mapping the S&P 500 Trading Ecosystem
A new paper published today provides a new perspective on the active usage of products linked to S&P DJI indices, and illustrates the network of liquidity that has developed around the S&P 500® and other popular benchmarks. “Active” and “passive” are colloquial terms, and it can be hard to distinguish one from the other at…
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The Calm That Was
Through the end of July, equities had netted a nice gain for 2019 (though the picture looks a lot different so far in August). Unusually, the S&P 500 Low Volatility Index® outperformed in an environment when it has typically lagged its benchmark. (The S&P 500 gained 20.2%, while the low volatility index was up 20.8%,…
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defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
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- defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index
Little Churn in the Latest Low Volatility Rebalance
Market gains in the first four months in 2019 more than made up for what it lost in the turbulent last quarter of 2018 as the S&P 500 jumped 18%. Predictably enough, the S&P 500 Low Volatility Index® trailed the broader benchmark (up a “mere” 16% in the first four months), although Low Vol has…
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defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index, technology, utilities
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- defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index, technology, utilities
Low Volatility Index Shows Its Utility
The S&P 500 Low Volatility Index® made a valiant comeback in late 2018 after trailing for most of the year. The strategy index finished the year well by just staying in positive territory at a 0.27% gain, when the broader S&P 500 declined 4%. It was also the best performing factor index among those based…
- Categories Equities, Factors, Strategy
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defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index, technology, utilities
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- defensive strategies, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, Index Investment Strategy, low volatility, low volatility strategies, rebalance, risk management, S&P 500, S&P 500 Low Volatility, S&P 500 Low Volatility Index, sectors, smart beta strategies, strategic beta, strategy index, technology, utilities
Let’s talk about Communication
One of the largest ever changes to the Global Industry Classification Standard (GICS®) went into effect prior to the open on Monday 24th September, affecting around 10% of the S&P 500’s market capitalization. In case you missed our previous announcements, here is a brief explanation of GICS, what changed, and why these changes went into…
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