“A leopard can’t change its spots,” is an old saying rooted in the belief that a person’s core character doesn’t change over time. The same cannot be said of the markets, public companies or investment strategies, which is why the Russell Style Indexes have become such powerful tools for portfolio measurement and construction.
The behavior of the price differential between A-shares and H-shares of dual-listed companies will be studied in this article for the sample period from 2006- 2017. This paper discusses whether a share class selection mechanism applied to a universe of Chinese stocks can deliver a superior return/risk reward outcome compared to a market-capitalization weighted China A-shares benchmark.
Equal weight indexes are the simplest type of alternatively-weighted index. By comparison to the standard index construction method of capitalization weighting, an equal weight index is indifferent to a stock's market value.
The fourth quarter reaction of the Russell 2000 Index’s Financial Services Sector to Donald Trump’s election as President of the United States suggests that the market is anticipating another such period of enhanced profitability, particularly for banks.
There are no changes to the FTSE SET Large Cap Index
Six additions to the FTSE SET Mid Cap Index
15 additions to the FTSE SET Shariah Index
FTSE Russell today announces that there are no changes to the FTSE SET Large Cap Index, following the June 2017 semi-annual review.
The index series is reviewed semi-annually in accordance with the index ground rules.
As a re...
No changes to the constituents of the FTSE Bursa Malaysia KLCI
Six new constituents to be added to FTSE Bursa Malaysia Mid 70 Index
Two new constituents to be added to FTSE Bursa Malaysia Hijrah Shariah Index
FTSE Russell announces that there will be no changes to the constituents of the FTSE Bursa Malaysia KLCI, following the semi-annual review of the FTSE Bursa Mala...
As global index provider FTSE Russell nears the final day of the annual reconstitution for its Russell US Indexes, new research from CBOE helps counter the misperception that the annual rebalance of approximately $8.5 trillion in investment assets following the Russell US Indexes brings heightened volatility to the US equity markets.
Experts from the Chicago Board Options Exchange (CBOE) recently...
The first quarter of 2017 saw a reversal of a year long run for value stocks which, at the end of 2016, held a 16 percentage point lead over growth stocks. A shift in style towards growth stocks—companies whose prices tend to be based on potential vs. actual earnings—in both the large cap and small cap segments of the market is often an indication of an optimistic market sentiment. The Russell 2000 style indexes help to understand the latest market movements.
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