Tim Edwards

Sign up for our daily note: All tweets my own and not representative of S&P DJI. Disclaimer here:

[Tim Edwards @drtimedwards]

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)

[Cboe @Cboe]

We've launched the S&P 500 Dispersion Index (#DSPX)!

A first-of-its-kind index, $DSPX aims to provide deeper insights into volatility of the S&P 500 Index (#SPX) vs. those of its components.

Learn more & view its levels throughout the day: https://t.co/ncpWcC4x5Y

[Anu R. Ganti @AnuRGanti1]

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): https://t.co/4f87cPhrC2
@SPDJIndices @CBOE

[Anu R. Ganti @AnuRGanti1]

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.
https://t.co/86WnJaDrGg
@SPDJIndices

[S&P Dow Jones Indices @SPDJIndices]

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?
https://t.co/ahPj6t8NQY

[Anu R. Ganti @AnuRGanti1]

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:
https://t.co/gtoM2bMQLS
@SPDJIndices

[Liz Ann Sonders @LizAnnSonders]

Sherifa Issifu from ⁦@SPDJIndices⁩ highlights some spectacular reversals in excess returns among ranks of S&P 500-based indices last year

[The Compound @TheCompoundNews]

“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

https://t.co/xjhH6eK8ag

[Cboe @Cboe]

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: https://t.co/VdiH9WiLda

[S&P Dow Jones Indices @SPDJIndices]

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:
https://t.co/ELuPfDaoWz

[Robin Powell @RobinJPowell]

New from @AnuRGanti1 on The Evidence-Based Investor:

Indexing has saved investors a staggering $403 BILLION since 1996

@drtimedwards @craiglazzara @spdjindices #Investing #AssetManagement https://t.co/Yx3FpuSG2w

[S&P Dow Jones Indices @SPDJIndices]

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:

https://t.co/iUrcHv7JBT

[Tim Edwards @drtimedwards]

@RobinJPowell @BenedekVoros @RegisMedia Thanks for having us Robin!

[Eric Balchunas @EricBalchunas]

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 https://t.co/omQhZPU28Q via @business

[Mujidah Yahaya @MujidahYahaya]

#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.

[S&P Dow Jones Indices @SPDJIndices]

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.
https://t.co/VHkWO3aaGQ

[joenelesen @joenelesen]

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.
https://t.co/0WyM4Y5nX2

[Lawrence Hamtil @lhamtil]

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."

https://t.co/As9IietaaB

[Liz Ann Sonders @LizAnnSonders]

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

[Sherifa Issifu @sherifa_issifu]

#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. https://t.co/WHpp0xNXTN #IndicisingMarkets (2/2)

[Sherifa Issifu @sherifa_issifu]

#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)