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Research & Insights

Embracing China's economic shift through the total China concept

Until recently, international investors’ access to the stocks of Chinese companies has been limited to equities listed in Hong Kong or overseas. This paper summarizes the history of China’s equity market and explains the differences between the many share classes available, helping investors understand how to gain comprehensive exposure to China’s equity markets via the total China concept.

Poland: The journey to Developed Market status

FTSE Russell announced the promotion of Poland to Developed market status as part of the September 2017 FTSE Country Classification annual review of markets. This significant achievement is the first promotion of a country from Advanced Emerging to Developed market status to occur within the Country Classification scheme for nearly a decade.

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The Russell 2000 Index: Small cap index of choice

The potential long-term benefits of including small cap stocks as part of a diversified, multi-asset portfolio have been well documented by numerous academic researchers and industry practitioners.

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FTSE Russell China Bond Research Report – Q1 2018

Foreign investment in onshore bonds rising as Bond Connect programme gradually takes flight.

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Top-down or bottom-up?

We assess the benefits and drawbacks of the various single and multi-factor portfolio construction techniques using metrics such as factor exposure, the number of factors targeted, and concentration measures such as Effective N. On the basis of this analysis, we draw conclusions about which approach can deliver factor exposure in the most efficient manner.

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Saudi Arabia Reclassification

FTSE Russell announced the classification of Saudi Arabia as a Secondary Emerging market within the FTSE Global Equity Index Series (GEIS) on March 28, 2018, as part of the Country Classification Interim Update. The Kingdom’s entry into the international equity markets marks a major milestone in its quest to grow and diversify its economy.

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Small Cap Perspectives: Russell 2000 Index 3Q2017 Analysis

The US stock market has been enjoying a bullish run. This expansion has been going on for some time now, and there is growing concern that it cannot go on forever and a correction may soon be at hand. The most common concern one hears is that markets are “overvalued.” In this quarter’s Small Cap Perspectives report, we take a look at some statistics to help put it into perspective.

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Implementation considerations for factor investing

Investors of large pension funds or insurance companies should care about factors. They are systematic drivers of portfolio risk and return and at the heart of risk management tools. This paper is to help institutional investors pose the right questions and develop a further understanding of the role of factor investing, thereby facilitating the decision-making process.

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Incorporating diversity in passive investments

The FTSE Women on Boards Leadership Index Series is designed to integrate leadership in gender diversity into a broad market benchmark. These indexes increase exposure to companies based on the strength of their gender diversity leadership at the board level and how well they manage wider impacts on society.

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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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