Continue active refreshing of this index's data?
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News & Research
Most Recent News & Research
In this paper, we use the transparency afforded by ETFs to analyze investor flows, but also look through to the underlying holdings, to understand the time-varying preferences of passive investors. We have found that year on year, there is a great deal of variability in style, industry and regional exposures. However, these exposure preferences tend to be neutral over longer time frames. This is in contrast to a consistent preference for performance, reflected by flows going towards ETFs with strong in-year returns.
Hamish Seegopaul, Global Head for Index Product Innovation, and Brian Zimmer, Chief Technology Officer, share their thoughts on the potential impact of artificial intelligence on the index industry in the latest issue of The Financial Technologist from Harrington Starr.
This article provides a high-level refresher of what tracking error means, and how we can embed it directly into portfolio construction.
The third quarter saw a continuation of 2020’s themes for the STOXX® Factor Indices. Signs of renewed life have appeared, however, with Multi-Factor seeing a 0.8% return.
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?