In 2016, the percentage of S&P 500 sales from foreign countries decreased for the second year in a row, after increasing for three consecutive years. The overall rate for 2016 was 43.2%, down from 44.3% in 2015 and 47.8% in 2014, which was at least an 11-year record high; the 43.2% rate in 2016 was the lowest since the 41.8% posted in 2003. S&P 500 foreign sales represent products and services produced and sold outside of the U.S.
Explore the S&P Shift to Retirement Income and Decumulation (STRIDE) approach to consumption risk management and asset allocation over the period 2003 to 2016 for a hypothetical cohort of 2010 retirees by comparing the S&P STRIDE Glide Path 2010 Index Total Return to the average 2010 target date fund (TDF).
It is commonly asserted that REITs are destined to underperform when interest rates rise. However, an examination of the historical record suggests that this is a misconception.
S&P Global Equity Indices Monthly Update June 2017
In this paper, we dissect how the construction of the index helps to achieve its objective and examine how each of the construction criteria affects characteristics and return.
In this paper, we explore how a stylized, factor-based framework could be applied to equity markets in Latin America and whether performance can vary in different Latin American countries.
Aligning Sustainable Development Goals With Investment Objectives
Insurance companies have invested in exchange traded funds (ETFs) since 2004.
S&P Global Equity Indices Monthly Update May 2017
Most active managers fail most of the time, at least if we define failure as underperformance of an appropriate passive benchmark. Success, when it does occur, tends not to persist.
There has been a market reflection with regard to the integration of climate risk and opportunities analysis into investment decisions.
Given the success of strategies that exploit single factors, it is not surprising that strategies designed to exploit more than one factor have begun to pique the interest of market participants. If two factors work independently, they might also work well in combination.
How can market participants obtain a complete picture of corporate environmental performance?
S&P Global Equity Indices Monthly Update April 2017
Is it wise to rely solely on the performance of one factor or, if not, what multi-factor approaches could be considered and how effective are they?
Research by ESG rating houses, academic institutions, and industry studies by Mercer (2007, 2009, 2015), Deutsche Bank (2012), and Morgan Stanley (2015) have provided empirical evidence that “investing in sustainability has usually met, and often exceeded, the performance of comparable traditional investments."
Explore an analysis of the required returns of stock and bond sectors to understand potential weighting opportunities within each asset class and to find the relative value between asset classes within each sector.