Factor Indexing Explained: The Impact of Rebalancing

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Presented by

FTSE Russell, Deutsche Asset Management

About this talk

How to efficiently capture and maintain exposure to factors is a common question heard by index providers and ETF issuers alike. Of equal importance is how the index methodology works to maintain exposure to chosen factors over time. Join Rolf Agather, Managing Director of Research & Innovation from FTSE Russell, and Robert Bush, ETF Strategist, Deutsche Asset Management for the latest quarterly update on: - Efficiently capturing multi-factor exposure - The changing factor exposures within indexes over time - The impact of latest rebalancing on embedded factor exposures - The impact of latest rebalancing on country and sector exposures - How latest rebalancing impacts the largest constituents in comprehensive factor indexes

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FTSE Russell is a leading global provider of benchmarking, analytics and data solutions for investors, giving them a precise view of the market relevant to their investment process. A comprehensive range of reliable and accurate indexes provides investors worldwide with the tools they require to measure and benchmark markets across asset classes, styles or strategies.