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Research & Insights

Multi-factor indexes: The power of tilting

It wasn’t too long ago that the concept of factors in investing was the exclusive province of professors of finance and a few active “quant” managers. Mainstream portfolio construction was focused primarily on asset allocation. Within equities, that meant achieving the right balance in allocation to various segments such as large cap and small cap, country and sector, and perhaps value and growth styles.

Redrawing the equity map with global small caps

The earth is flat... or so it was believed, until sometime after 500 B.C. Until then, explorers dared not venture too far, for fear of reaching the physical limits of the planet and... falling off. It’s easy to imagine how constrained the world must have seemed to those who held this view. Equity indexing, too, has had its own “flat earth” period, when the global opportunity set seemed to be limited to the largest stocks from a select number of large countries.

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FTSE Russell China Bond Research Report Q4 2017

The January 2018 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

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Indexing the world

As the global investment landscape has evolved over time, so has FTSE GEIS through our global perspective and dedicated governance process. Today, FTSE GEIS provides investors with accurate, comprehensive coverage of global equity markets using an approach to index construction that is objective, transparent and reliable.

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Making a better benchmark: A practical guide to effective market representation

Three principles are outlined as essential to an index’s ability to effectively represent a market or market segment. Indexes that ignore these principles can undermine an index-tracking portfolio’s intended market exposure and risk/return profile.

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Smart beta: 2017 global survey findings from asset owners

Recently, a major shift has been observed among asset owners who once took a “tokenistic” approach toward environmental, social and governance (ESG) and are now looking to integrate it into core investment strategies.

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FTSE Country Classification Process

This paper describes the FTSE country classification process which is designed to be transparent and evidence-driven.

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Clear Path Analysis Report: Sustainable smart beta investing for institutional investors

Recently, a major shift has been observed among asset owners who once took a “tokenistic” approach toward environmental, social and governance (ESG) and are now looking to integrate it into core investment strategies.

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FTSE Saudi Arabia Inclusion Index Series: Your keys to the kingdom

FTSE Russell has launched the FTSE Saudi Arabia Inclusion Index Series, a comprehensive series of global, regional and country-level indexes which can be used as a transitional tool in preparation for the potential inclusion of Saudi Arabia in the widely-followed FTSE Global Equity Index Series.

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FTSE Russell China Bond Research Report Q3 2017

The October 2017 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

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