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Indexing Explained: The Impact of Rebalancing

*** Please note that this webinar is addressed exclusively to professional investors in the US. ***

"How can I efficiently capture and maintain exposure to factors" is a common question heard by index providers and ETF issuers alike. Of equal importance, though, is how the index methodology works to maintain exposure to chosen factors over time.

Join Rolf Agather, Managing Director, Research and Innovation, FTSE Russell
Michael Curtis, Product Development, DWS and
Sam Wright, Capital Markets, DWS for the latest semi-annual update on:

- Efficiently capturing multi-factor exposure
- The changing factor exposures within indexes over time
- The impact of latest rebalancing on embedded factor exposures
- Top security and sector weight changes in FTSE Comprehensive Factor Indexes
Recorded Feb 21 2019 49 mins
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Presented by
Rolf Agather (FTSE Russell), Michael Curtis (DWS), Sam Wright (DWS)
Presentation preview: Indexing Explained: The Impact of Rebalancing
  • Channel
  • Channel profile
  • The Single Security Initiative Readiness Recorded: Apr 18 2019 31 mins
    Nikki Stefanelli, Global Head of Fixed Income Index Policy and Christopher Jenkins, Relationship Manager, Director
    Join us for a live Webinar designed to provide a readiness update for market participants on the Single Security Initiative, which will be implemented on June 3, 2019, and represents one of the largest changes in the history of the US agency securitized market.
  • Managing uncertainty with dividend growth Recorded: Apr 17 2019 60 mins
    Rolf Agather (FTSE Russell), Kieran Kirwan (ProShares)
    With slowing global growth and geopolitical uncertainty, investors may look for ways to manage for potential downside risk through a connection to quality. Companies with steady dividend growth have historically been joined by stable earnings streams, good corporate stewardship and resilient business models – all signs of quality.

    Join FTSE Russell and ProShares subject matter experts as they discuss macroeconomics and the considerations and benefits of dividend growth approaches.

    Speakers:
    • Rolf Agather, managing director of North America research, FTSE Russell
    • Kieran Kirwan, director of investment strategy, ProShares

    Prior to joinig this webinar, please download FTSE Russell’s whitepaper “Harnessing the long-term potential of dividend growth”: http://bit.ly/2G24npn

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where ProShares funds or products are approved for distribution. ***
  • China A Shares: FTSE GEIS and derived indexes implementation plan Recorded: Apr 16 2019 44 mins
    Joti Rana, head of governance & policy, Americas and Penny Ning Pan, director of product management
    Join us for an overview of FTSE Russell's phased approach to adding China A Shares to the FTSE Global Equity Index Series (FTSE GEIS) and FTSE GEIS-derived indexes.The discussion will include:

    •China A Shares - why now?
    •FTSE GEIS implementation plan - Phase 1 and future phases
    •Derived indexes implementation plan
  • Listed Real Estate: Main trends in Emerging Markets and coming changes Recorded: Apr 11 2019 46 mins
    Catherine Yoshimoto, director product management, FTSE Russell and David Moreno, Senior Analyst Indexes & Research, EPRA
    Emerging markets were significantly disrupted in 2018. However, not all countries showed the same trend.

    Join subject matter experts from FTSE Russell and EPRA (European Public Real Estate Association) who will look at volumes and performance figures of the main emerging listed real estate markets, as well as comments on the key drivers and changes observed during the second half of 2018. This webinar will present a short explanation of the main effects of the reclassification in the FTSE EPRA Nareit Global Index series of Saudi Arabia and China A-Shares to Emerging markets.

    This webinar will cover:

    • Listed real estate indexes roundup
    Catherine Yoshimoto, director product management, FTSE Russell
    • Main trends in emerging markets and coming changes
    David Moreno, senior analyst, indexes & research, EPRA
    • Q&A from the audience

    Prior to joinig this webinar, please download EPRA’s market research report “Emerging Markets H2 2018” (published February 2019):
    http://prodapp.epra.com/media/Emerging_Markets_-_H2_2018_1551101275561.pdf
  • FTSE Russell Global Markets Research: Goldilocks Walks a Tightrope Recorded: Apr 10 2019 53 mins
    Alec Young, managing director, Global Markets Research
    Alec Young, Managing Director of FTSE Russell Global Markets Research, will present a US and international macro economic and asset allocation update. He will update you on the global economic and inflation outlook, financial conditions, equity and credit fundamentals as well as asset valuations and investor sentiment. Lastly he will discuss FTSE Russell asset allocation insights.
  • Yield Book Analytics Webinar: Fixed Income Assessment, Guidance & Clarity Recorded: Mar 26 2019 22 mins
    Christopher Jenkins, Director at FTSE Russell
    Join us for an in-depth examination of how ‘The Yield Book’s’ comprehensive fixed income analytics capabilities can help asset owners fully understand the complete dynamics of their current portfolio and allow them to make more informed decisions about the future direction of their fixed income holdings.

    Christopher Jenkins, Director at FTSE Russell will demonstrate how The Yield Book can help asset owners with pre-trade analysis, risk, and performance attribution for their Fixed Income portfolios, via the analytics platform. In addition, Chris will show how ‘scenario analysis’ can be used to introduce different environment variables to ‘stress test’ a single security or portfolio.

    For over twenty-five years, The Yield Book has built a track record of client engagement with a wide range of the largest and most sophisticated financial institutions including 92% of the largest 50 US Fixed Income Money Managers. Investment management firms, banks, central banks, insurance companies, pension funds, and hedge funds.
  • The state of global equity markets through the lens of FTSE GEIS Recorded: Mar 19 2019 41 mins
    Alec Young, managing director, global markets research and Catherine Yoshimoto, director, product managment
    FTSE Russell’s flagship global equity indexes, the FTSE Global Equity Index Series (FTSE GEIS) will be rebalanced as of the March 18, 2019 semi-annual index review. Through this rules-based process, the index’s eight regional components will be adjusted to reflect changes that have occurred since the last rebalance across 49 developed and emerging equity markets globally.

    Join FTSE Russell on March 19th for a discussion that will explore the global equity market landscape via a summary of trends observed and changes captured during the latest global equity index review.
  • Managing Volatility: Index approaches for a smoother ride Recorded: Mar 12 2019 62 mins
    Marlies van Boven, Managing Director, Research & Analytics, FTSE Russell; Brendan Maton, IPE
    When faced with market volatility, many institutional investors typically allocate a percentage of their portfolio to cash. Sitting, waiting, for the waters to calm before they dip their ‘investment toe’ back in.

    However, non-participation presents a timing risk and may mean ‘missing the boat’ when markets calm and climb.

    How can investors reduce overall portfolio risk while remaining invested? How can index-based investment approaches help investors meet their defensive objectives?

    In this webinar Marlies van Boven, PhD, Managing Director Research & Analytics, FTSE Russell examines what popular indexed-based strategies can do to help limit the impact of portfolio volatility and mitigate risk.

    • Volatility – what are the key drivers behind the current market volatility?
    • Common defensive Index based strategies. Philosophy, design and objectives
    • The Minimum Variance approach – Reducing overall portfolio volatility, while maintaining diversification
    • Assessing relative performance via Analytics + FTSE Russell’s Analytics tool
    • Q&A
  • China A Shares & Minimum Variance - Managing Volatility via Optimization Recorded: Feb 26 2019 49 mins
    Join Alex Chen Associate Director, Yang Wang Director Research & Analytics FTSE Russell
    Increased market volatility is rarely a welcomed phenomenon; but how might investors approach a market characterised by it?
    Join Alex Chen Associate Director and Yang Wang Director Research & Analytics as they explore, with reference to their recently published paper, ‘Accessing the China A-Shares Market via Minimum-Variance Investing, in the Journal of Portfolio Management, how best to participate in the China A Shares market when looking to limit overall portfolio risk.
  • Indexing Explained: The Impact of Rebalancing Recorded: Feb 21 2019 49 mins
    Rolf Agather (FTSE Russell), Michael Curtis (DWS), Sam Wright (DWS)
    *** Please note that this webinar is addressed exclusively to professional investors in the US. ***

    "How can I efficiently capture and maintain exposure to factors" is a common question heard by index providers and ETF issuers alike. Of equal importance, though, is how the index methodology works to maintain exposure to chosen factors over time.

    Join Rolf Agather, Managing Director, Research and Innovation, FTSE Russell
    Michael Curtis, Product Development, DWS and
    Sam Wright, Capital Markets, DWS for the latest semi-annual update on:

    - Efficiently capturing multi-factor exposure
    - The changing factor exposures within indexes over time
    - The impact of latest rebalancing on embedded factor exposures
    - Top security and sector weight changes in FTSE Comprehensive Factor Indexes
  • ESG innovation in UK Equity – Introducing the FTSE UK 100 ESG Select Index Recorded: Feb 12 2019 43 mins
    Christopher Bates (FTSE Russell), Fong Yee Chan (FTSE Russell), Patrick Kondarjian (HSBC)
    FTSE Russell is delighted to announce the launch of a new custom UK equity index, based on its ESG Ratings: The FTSE UK 100 ESG Select Index, resulting from a close collaboration with HSBC Bank’s Client Solutions Group.

    The FTSE UK 100 ESG Select Index is designed to measure the performance of the top 100 ESG-rated companies within the FTSE All-Share Index, as demonstrated by their Environmental, Social and Governance practices.

    The constituents are weighted on their investable market capitalization. The index rebalances quarterly, in line with the FTSE UK Index Series. This transparent methodology achieves index exposure to the UK equity market whilst considering the companies’ ESG Ratings.

    FTSE Russell and HSBC are delighted to invite you to join this webinar where you will gain insights into UK equity macro trends, FTSE Russell ESG Ratings, and investing in ESG via structured products.

    This webinar will cover:
    • UK Equity perspectives for 2019 and beyond
    Christopher Bates, associate director, global research, FTSE Russell

    • Integrating sustainability and ESG considerations into benchmarks
    Fong Yee Chan, senior product manager, sustainable investment, FTSE Russell

    • Meeting clients’ demand for ESG solutions & Creating an ESG index to support the transition to sustainable investments
    Patrick Kondarjian, EMEA Head of Sales, Equity Derivatives, HSBC

    • Q&A from the audience

    *** Please note that this webinar is addressed exclusively to professional investors in jurisdictions where HSBC investments or products are approved for distribution. ***
  • Managing currency risk: A half hedged approach to full international exposure Recorded: Feb 5 2019 36 mins
    Yan Yan, FTSE Russell; Sal Bruno, IndexIQ, a New York Life Investments company
    *** Please note that this webinar is addressed exclusively to professional investors in the US. ***

    Join FTSE Russell and IndexIQ, a New York Life Investments company, for an overview on international equities and a discussion on managing currency volatility through passive currency hedging approaches.

    This webinar will explore:
    - Opportunities in the current international equity environment
    - Currency hedging methodology and implementation considerations
    - Managing currency volatility with passive strategies

    Speakers:
    - Yan Yan, PhD, Associate Director of Research & Analysis, FTSE Russell
    - Sal Bruno, Chief Investment Officer at IndexIQ, a New York Life Investments company

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where IndexIQ/New York Life Investments funds or products are approved for distribution. ***
  • What are the risks and opportunities for markets in 2019? Recorded: Dec 6 2018 45 mins
    Philip Lawlor - managing director, global markets research; Marlies van Boven - managing director, research & analytics
    An examination of global market drivers and factor dynamics

    FTSE Russell will be hosting a webinar to discuss some of the key issues confronting investors next year such as:

    •Where next for the economic ,earnings and valuation cycle and an assessment of the impact of tightening financial conditions.

    •The extent to which factor behaviour is influenced by different economic regimes.
  • Factor Allocation How can investors decide on the appropriate factor allocation? Recorded: Dec 4 2018 46 mins
    Marlies van Boven, managing director research & analytics. Vera Cady, senior research analyst, FTSE Russell
    Factors and factor investing continues to be the most popular index-based method of improving portfolio risk adjusted returns.
    But how should clients assess the impact of single and multi-factors indexes on their portfolios? How are return-profiles impacted by factor inclusion and other common smart beta strategies? Should clients routinely consider their overall underlying factor allocation? And how should factor allocation be assessed?
    Join Marlies van Boven, managing director Research & Analytics and Vera Cady, senior research analyst, FTSE Russell as they demonstrate how the impact of factors can be assessed in real-time via Analytics Plus, FTSE Russell’s propitiatory smart beta and factor assessment tool.
  • Investor expectations and corporate climate disclosure in Asia Recorded: Dec 4 2018 62 mins
    AIGCC, FTSE Russell, EY, Cathay Financial Holdings
    The Asia Investor Group on Climate Change (AIGCC) and FTSE Russell are pleased to host a webinar to discuss the findings from the report ‘Building on the base: TCFD Disclosure in Asia’, the first comprehensive guide developed by investors to look at climate change reporting by publically listed companies in Asia against the Taskforce on Climate-related Financial Disclosure (TCFD).

    AIGCC worked with EY and FTSE Russell to look at current levels of reporting by Asian companies in key industry sectors and across major markets in the region. It draws upon previously unpublished data analysis of corporate reporting on climate change and is the first report to benchmark performance against the TCFD for the region.

    This guide outlines the expectations that investors have of listed companies on their climate disclosure and is designed to provide a practical tool for investors as they work in partnership with their investee companies in Asia.

    Date: Tuesday 4th December
    Time: 3pm Taipei/HK/SG, 4pm Tokyo, 6pm Sydney, 7am London

    Speakers:
    Rebecca Mikula-Wright, Director, Asia Investor Group on Climate Change (Moderator)
    Arisa Kishigami, Head of ESG Asia Pacific FTSE Russell
    Dr Graham Sinden, Director of Climate Change & Sustainability EY
    Sophia Cheng, CIO, Cathay Financial Holdings
  • Connecting Market Signals with Factors Recorded: Nov 15 2018 55 mins
    Alec Young, FTSE Russell; Marlies Van Boven, FTSE Russell; Mo Haghbin, OppenheimerFunds
    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where OppenheimerFunds are approved for distribution. ***

    How have factor strategies responded to market signals?

    Join FTSE Russell and OppenheimerFunds for a discussion on how economic and market sentiment can be used with factors to create a passive strategy that works with the market cycle.

    This webinar will explore:
    - The current macroeconomic environment
    - Efficiently using factor strategies within the market cycle
    - Performance of market cycle based factor strategies using historical market events

    Speakers:
    - Alec Young, Managing Director of Global Markets Research, FTSE Russell
    - Marlies Van Boven, Managing Director of Research & Analytics, FTSE Russell
    - Mo Haghbin, Head of Product for Beta Solutions, OppenheimerFunds
  • The growing importance of ETFs for business markets (and academic research) Recorded: Nov 7 2018 39 mins
    Richard Radnay - Director, Information Services, XTF.com & Neel Gandhi - Product Manager, Mergent Inc.
    Learn about the importance of ETFs for business markets and academic research and how to access data and insights on this critical asset type.
  • Factor Indexes & Factor Exposure Matching: Like-For-Like Comparisons Recorded: Oct 16 2018 1 min
    Andy Dougan, Director, Research & Analytics
    In this paper, we test the hypothesis that well-diversified portfolios with identical factor exposures should have similar performance characteristics, despite originating from potentially very different construction methodologies.
  • Listed & unlisted real estate in European institutional investor portfolios Recorded: Sep 5 2018 27 mins
    Catherine Yoshimoto, director product management, FTSE Russell and Ali Zaidi, Director Research & Indices, EPRA
    Real estate is the primary diversifier for traditional equity/fixed income blends in European institutional investor portfolios. But what are the average allocations and splits between listed and unlisted real estate?

    FTSE Russell has been selected by the European Public Real Estate Association (EPRA), as launch partner of their latest research report. Based on CEM Benchmarking’s database, the report provides unique insight into the historical record on real estate investment allocations, returns and risk for large European institutional investors.
  • Indexing Explained: The Impact of Rebalancing Recorded: Aug 28 2018 46 mins
    Rolf Agather, Research & Innovation, FR; Michael Curtis, ETF Dev., DWS; Donald Theodate, Capital Markets Specialist, DWS
    *** Please note that this webinar is addressed exclusively to professional investors in the US. ***

    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, Research and Innovation, FTSE Russell
    Michael Curtis, Product Development, DWS and
    Donald Theodate, Capital Markets Specialist, DWS 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
    - Top security and sector weight changes in FTSE Comprehensive Factor Indexes
Latest insights from FTSE Russell
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.

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  • Title: Indexing Explained: The Impact of Rebalancing
  • Live at: Feb 21 2019 7:00 pm
  • Presented by: Rolf Agather (FTSE Russell), Michael Curtis (DWS), Sam Wright (DWS)
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