Sign up for our daily note: https://xitter.cf/t.co/Nl5PnLZudx. All tweets my own and not representative of S&P DJI. Disclaimer here: https://xitter.cf/t.co/fzDBPxzDJn.
Joined November 2016
- Tweets404
- Following380
- Followers511
- Likes861
Pinned Tweet
Globally, it was a strong year for risk assets. Most major markets finished positively, although U.S. fixed income markets had a rare down year. (1 / 21)
Tim Edwards retweeted
The newly launched Cboe S&P 500® Dispersion Index might be thought of as a “VIX® for dispersion.” But what does that really mean? Find out more from my colleague @drtimedwards latest blog Introducing the Dispersion Index (DSPX): indexologyblog.com/2023/09/2…
@SPDJIndices @CBOE
Tim Edwards retweeted
Nearly all actively managed domestic U.S. equity funds underperformed the S&P 500 Equal Weight Index over 20 years. Find out more from the new paper from @drtimedwards celebrating 20 years of live history for the S&P 500 Equal Weight Index.
spglobal.com/spdji/en/resear…
@SPDJIndices
Tim Edwards retweeted
Rate hikes and inflation rocked markets in 2022, and Europe was no exception. Fixed income benchmarks, now tracked in SPIVA Europe, posted losses amid the challenging conditions. Did this environment offer outperformance opportunities for fund managers?
ow.ly/6fgx50NGoZr
Tim Edwards retweeted
Despite the underperformance of U.S. equities relative to their Canadian counterparts, Canadian managers who did not hedge their foreign equity exposures may have faced a currency tailwind from the weakening Canadian dollar. Find out more:
spglobal.com/spdji/en/spiva/…
@SPDJIndices
Tim Edwards retweeted
Sherifa Issifu from @SPDJIndices highlights some spectacular reversals in excess returns among ranks of S&P 500-based indices last year
Tim Edwards retweeted
“If you want to be adventurous and pick stocks or actively managed funds, go ahead, of course...But understand the risks you are taking.” 🎲🎲 - @drtimedwards
nytimes.com/2022/12/02/busin…
Tim Edwards retweeted
The application period for the Options Institute @SPDJIndices Dispersion Research Grant starts today. Announced at #GlobalRMC22, the research grant focuses on advancing understanding of dispersion as an asset class.
More info & how to apply: bit.ly/3ShkAtO
Tim Edwards retweeted
The latest SPIVA South Africa Scorecard showed that a manager’s chances of picking an underperforming or outperforming stock were nearly equal, but outperforming stocks were disproportionately rewarding to performance. Read on in Joe Nelesen's latest blog:
ow.ly/EVTS50LpLqN
Tim Edwards retweeted
New from @AnuRGanti1 on The Evidence-Based Investor:
Indexing has saved investors a staggering $403 BILLION since 1996
@drtimedwards @craiglazzara @spdjindices #Investing #AssetManagement ow.ly/PwAV50LiTu0
Tim Edwards retweeted
Climate & ESG Index Dashboard: Q3 2022
In the second edition of this dashboard, we highlight the importance of benchmark self-decarbonization in driving for the relative performance of climate indices and the potential drivers of change. Learn more:
ow.ly/mgeG50L3czu
Tim Edwards retweeted
A NEW HOPE? Half of active managers are beating their benchmark in 2022 as per the hot-off-the-press SPIVA Report. Check out our discussion w/ S&P's @drtimedwards who authored the report. We cover a lot of angles w/ @joelwebershow bloomberg.com/news/articles/… via @business
Tim Edwards retweeted
#spdjidaily Spreads are now catching up with equity volatility at an accelerating pace, with the iTraxx CDX High Yield 5Y Spread Index hitting 560 basis points at yesterday’s close. Sign-up to #spdjidaily for more.
Tim Edwards retweeted
Don’t miss S&P DJI’s Weekly Index Strategy Update today at 11am ET/4pm GMT to hear from Beth Ann Bovino, S&P Global’s U.S. Chief Economist, for a preview of what to look out for in Q3.
spglobal.zoom.us/webinar/reg…
Tim Edwards retweeted
Owning information Technology has been a great strategy for years – except for when it hasn’t. The good news is that S&P 500 sectors diversify each other quite well and can help passive and active investors navigate times like these.
lnkd.in/gGjAhPTY
Tim Edwards retweeted
Very good post by S&P on the benefits of blending sectors in a portfolio:
"Historically, combining the Information Technology sector with less-correlated sectors has reduced risk and aided long-term performance."
indexologyblog.com/2022/06/0…
Tim Edwards retweeted
Broad & steady selling pressure throughout trading day yesterday pushed S&P 500 down 4%, its worst performance since June 2020 & sixth 2%-or-more swing so far in May
@SPDJIndices
Tim Edwards retweeted
#SPDJIDaily While yesterday’s move might have caught some by surprise, $VIX and $credit spreads had been sounding the alarm for a while. Check out our freshly released Risk and Volatility #VIX dashboard for the latest highlights. bit.ly/spdjivix #IndicisingMarkets (2/2)
Tim Edwards retweeted
#SPDJIDaily This morning brought fresh CPI prints for the #Eurozone and the #UK, with the latter showing a 9% YoY jump in prices. S&P #Developed BMI regions have – weighted by their equity cap - recently surpassed in the S&P #Emerging BMI in #inflation #IndicisingMarkets (3/4)
ALT This morning brought fresh inflation prints for the Eurozone and the U.K., with the latter showing a 9% year-on-year jump in prices (a level not seen since March 1982). Year-on-year price increases among S&P Developed BMI regions have – if weighted by their respective equity capitalizations - recently surpassed in the S&P Emerging BMI, an occurrence not (m)any economist would have predicted.
Tim Edwards retweeted
#SPDJIDaily YTD, the S&P 500 #Value ($SVX) $index has established a 17% lead over S&P 500 #Growth ($SGX). A backdrop of rising interest rates and slowing growth has led to Value’s outperformance around the world so far this year. #IndicisingMarkets (2/4)
#SVX #SGV $value $growth
ALT Value’s renaissance continues. Year to date, the S&P 500 Value index has established a 17% lead over S&P 500 Growth, and the backdrop of rising interest rates and slowing growth have been conducive to Value’s outperformance around the world so far this year. The S&P Canada BMI Value is ahead of its Growth counterpart by a whopping 24% so far, one of several regions – including Australia and Japan - in which Value indices have bucked the year’s bearish trend.