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A recent report by State Street Global Advisors examined this behavior, which refers to low-volatility stocks’ long-run outperformance even if they take on less risk — i.e. have lower beta — than the broader market.
Global stocks wrapped up their best calendar quarter in over eight years in March, as the Federal Reserve halted its interest-rate increases, and expectations strengthened for a trade truce between the US and China.
Two recently-launched indices enhance investors’ possibilities in passive options-based strategies. The EURO STOXX 50® Short Strangle Index and the EURO iSTOXX® 50 Collar Index represent two sophisticated and popular strategies among traders and hedge funds.
The growing popularity of smart-beta products has fueled the debate around whether their advantages and potential performance can prevail across different market environments.
Stocks rose for a second consecutive month in February, with the STOXX® Global 1800 Index delivering its best two-month period since October 2010, as political and trade concerns eased.
A new and intriguing offshoot of the active vs passive debate is emerging. As factor index investing continues to expand the choices available to investors, is it still a truly passive strategy, or is it active?
Investment factors such as size or value have a ‘robust’ momentum profile that allows investors to time their future performance based on recent returns, according to a study1 published by researchers at AQR Capital Management LLC.
Bank of America Merrill Lynch is among brokers saying the euro will likely recoup its losses against the dollar in 2019,1 as the Federal Reserve slows down the pace of tightening and the European Central Bank (ECB) gradually removes monetary support.
The launch of the DAX® Equal Weight Index this month presents a good opportunity to review the virtues of an equal-weight equity strategy.
When it comes to evaluating the success of equity portfolios or constructing a traditional passive investment strategy, the go-to instrument has usually been the market capitalization-weighted index.
Factor investing has gained enormous traction in recent years as a transparent and low-cost way to exploit widely-acknowledged sources of market-excess returns, so-called risk premia.
September 27, 2018 - Axioma today announced the launch of new interactive dashboards that enable portfolio managers and risk managers to obtain valuable insights on risk from Axioma’s enterprise risk-management platform, factor risk models and full suite of market data.