Introducing the S&P 500 Twitter Sentiment Index Series
심리를 활용한 새로운 지수 시리즈인 S&P 500® Twitter Sentiment 지수 시리즈를 소개하게 되어 기쁘게 생각합니다. 해당 지수는 광범위한 미국 주식을 측정하는 방식에 또 다른 차원을 더합니다. ...
「Americas」一覧
S&P Dow Jones Indices Launches ESG Version of the S&P 500 Equal Weight Index
S&P Dow Jones Indices, the world’s leading index provider, has announced the launch of the S&P 500 Equal Weight ESG Leaders Select Index.
Let’s Talk about Survivorship – SPIVA Latin America Scorecard
Este artigo fala sobre as taxas de sobrevivência dos fundos ativos na América Latina no último relatório SPIVA.
Let’s Talk about Survivorship – SPIVA Latin America Scorecard
Este artículo habla sobre las tasas de supervivencia de fondos activos en América Latina en el último informe SPIVA.
Low Volatility and High Beta: A Study in Backtest Integrity
The recent 10th “birthday” of the S&P 500 Low Volatility Index and S&P 500 High Beta Index allows us to compare the backtested performance with which they were introduced with actual live performance. ...
What Happened to the Index Effect? A Look at Three Decades of S&P 500 Adds and Drops
指数効果とは、主要指数に追加、あるいは主要指数から除外される証券に関連する推定超過リターンのことを指します。指数効果についてはここ何十年にもわたり研究されてきましたが、パッシブ投資が拡大し、それに伴って指数への連動を目指す投資家（指数構成銘柄の変更に対応する）の売買圧力により、銘柄のリターンが影響を受けるかもしれないといった思惑が高まる中で、指数効果はここ数年においてますます注目されるようになっています。...
Job Listings at S&P 500 Companies up 55% in 2021 According to S&P 500 LinkUp Jobs Index
Communications Services and Energy Sectors Continue to Lead the Way While Consumer Staples and Consumer Discretionary Lag