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News & Research
Most Recent News & Research
Stocks extended a recovery to a second month in May as investors welcomed the resumption of some economic activities in the wake of the novel coronavirus pandemic.
The new STOXX ESG-X Factor Indices offer investors both factor exposure and sustainability screens without giving up performance.
The STOXX Global 1800 Index slumps 13% in month, paring an earlier drop of as much as 25%, as large parts of the global economy come to a standstill to fight the COVID-19 pandemic.
Concerns about a sharp economic downturn coupled with tumbling oil prices send European indices to their first 20% decline since 2016.
Stocks plunged by the most in over eight years during February, as a fast and widely spreading Coronavirus stoked concerns the global economy will suffer a slowdown.
October’s market pullback is the type of seismic event that initiates discussions about a change in investor sentiment. In the current rally, such a change would mean a move away from the recent years’ leaders, namely growth stocks, towards the laggards: value stocks.
The STOXX® Minimum Variance Indices are designed to achieve the lowest return volatility in a given investable universe.
In the asset management world, the terms ‘value’ and ‘growth’ have long been used to describe two distinct investment styles, and many managers categorize themselves and their products along these two labels.
After rising in tandem with other investment styles for most of 2019, value stocks — those trading at below-average valuations — have since May slipped back to the bottom, adding to their multi-year lagging record.
Minimum-variance strategies – which aim to reduce swings in portfolio prices and typically consider both share-price volatility and intra-stock correlation – have gained much traction since the global financial crisis.
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.
The growing popularity of smart-beta products has fueled the debate around whether their advantages and potential performance can prevail across different market environments.