Tag Archives: U.S.
Potential Applications of U.S. Equities for Asia-Based Investors
Many investors have a so-called “home bias,” allocating to their domestic market in greater proportion than would be expected based on its representation in global equity markets. Asia-based investors are no exception. Here we present our U.S. equity icons as one potential way to provide diversification for Asian investors. The breadth and depth of the…
- Categories Equities
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An Israeli Home with a U.S. Twist
Our new research paper shows that Israeli investors have a greater home bias than other nations: they have invested more heavily in domestic equities and allocated to the U.S. in lower proportions than their developed markets peers such as the U.K., Europe and Canada. With U.S. equities making up nearly 60% of the S&P Global…
- Categories Equities
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Balancing the Scales in U.K. Equity with the S&P 500
Our recent paper Why Does the S&P 500® Matter to the U.K.? argues that the S&P 500 presents an opportunity for U.K. investors to diversify their revenue exposure and sector weights across geographies. Since British investors typically suffer from a substantial home bias, such diversification presents an opportunity to improve the risk/return profile of a…
- Categories S&P 500 & DJIA
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When the Winds Change
“Change is the investor’s only certainty.” Thomas Rowe Price, Jr. 2022 marked several major changes in market trends amid a substantial shift in global macroeconomic regimes. After historic levels of stimulus, multi-decade highs in inflation across several major economies led to monetary tightening. This shift weighed on asset classes in many regions, and traditional routes…
- Categories Equities, Factors
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2022, 2023, energy, Energy Select Sector, factors, S&P 500, S&P 500 Energy, S&P 500 Equal Weight, S&P 500 Equal Weight Index, S&P 500 Pure Value, S&P 500 Value, sector, sectors, Sherifa Issifu, Style, U.S Equity Indices, U.S. Core, U.S. Equities, U.S. factors, U.S. sectors, U.S. style, United States
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- 2022, 2023, energy, Energy Select Sector, factors, S&P 500, S&P 500 Energy, S&P 500 Equal Weight, S&P 500 Equal Weight Index, S&P 500 Pure Value, S&P 500 Value, sector, sectors, Sherifa Issifu, Style, U.S Equity Indices, U.S. Core, U.S. Equities, U.S. factors, U.S. sectors, U.S. style, United States
Do Friendly Bears Exist?
“Never sell the bear’s skin before one has killed the beast.” Jean de La Fontaine. On Wall Street, bear markets represent declines of at least 20% from their highs. But on Main Street, bears are anthropomorphized as friendly. Here we look at whether bears can also be “friendly” in financial markets, looking at the S&P…
- Categories Equities, S&P 500 & DJIA
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Why Are U.S. Equities and the Real Estate Sector Relevant to the Chilean Market?
U.S. Equities’ Predominance U.S. equities represent 59.1% of the total global equity market in terms of float market capitalization (FMC) and at least 50% of the weight in 8 of the 11 GICS sectors globally. Given trends and narratives, U.S. equities seem to have an outsized role in explaining performance globally and may help investors…
- Categories Equities
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The Power of Style
At some risk of oversimplification, the 16.1% decline in the S&P 500® for the first eight months of 2022 can be divided into three intervals, as the market fell by 20.0% through June, rallied in July, and then resumed its decline in August. This story, of course, is still evolving: for all we now know,…
S&P U.S. Core Indices Mid-Year 2022: Analyzing Relative Returns to Russell
In Q2 2022, the S&P 500®, S&P MidCap 400® and S&P SmallCap 600® all fell about 15%, continuing the declines from Q1 as of June 30, 2022 (see Exhibit 1). The S&P 500 experienced its worst first half since 1970. Amid the challenging environment, the S&P U.S. Core and Style Indices have generally proved more…
- Categories Equities, S&P 500 & DJIA
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- Equities, S&P 500 & DJIA
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S&P U.S. Indices Mid-Year 2022: Analyzing Relative Returns to CRSP
The first half of 2022 saw supply chain disruptions, interest rate hikes amid rising inflation and geopolitical tensions sour sentiment, creating a complex environment for equity markets. The S&P 500® was down 20%, which represented the worst start of the year since 1970. What was the impact on other S&P DJI U.S. equity indices and…
- Categories Equities
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2022, core, Cristopher Anguiano, equities, Index Construction, index performance, Mid-Year 2022, performance comparison, quality, S&P 500, S&P Composite 1500, S&P DJI U.S. equity indices, S&P MidCap 400, S&P SmallCap 600, S&P U.S. Indices, U.S. Core, U.S. Core Equities, U.S. Equities, United States, US FA
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- 2022, core, Cristopher Anguiano, equities, Index Construction, index performance, Mid-Year 2022, performance comparison, quality, S&P 500, S&P Composite 1500, S&P DJI U.S. equity indices, S&P MidCap 400, S&P SmallCap 600, S&P U.S. Indices, U.S. Core, U.S. Core Equities, U.S. Equities, United States, US FA
Green Pools: Evolving ESG Trading Ecosystems
Compared to the wide range of liquid, tradable instruments associated to more traditional benchmarks like the S&P 500®, the trading ecosystem of ESG-based investment products is still in its infancy. But, with the increased volume in listed futures linked to the S&P 500 ESG Index and S&P Europe 350® ESG Index, change is afoot. Of…
- Categories ESG
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2022, Canada FA, clean energy, climate, ecosystem, equities, ESG, ETF, ETFs, futures, IET, Index Investment Strategy, liquidity, market efficiency, Net Zero, Option, options, passive management, S&P 500, S&P 500 ESG Index, S&P DJI ESG, S&P Europe 350 ESG, S&P Europe 350 ESG Index, Sherifa Issifu, Trading, Trading Volumes, U.S. Equities, US FA, volumes
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- ESG
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- 2022, Canada FA, clean energy, climate, ecosystem, equities, ESG, ETF, ETFs, futures, IET, Index Investment Strategy, liquidity, market efficiency, Net Zero, Option, options, passive management, S&P 500, S&P 500 ESG Index, S&P DJI ESG, S&P Europe 350 ESG, S&P Europe 350 ESG Index, Sherifa Issifu, Trading, Trading Volumes, U.S. Equities, US FA, volumes