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Factor performance and valuations after a turbulent year, for investors globally

Join senior members of our Global Investment Research team for valuable insights into factor performance and valuations, after a tumultuous year. You will hear answers to key questions, such as:

- How have markets and factors performed since the outbreak of the crisis?
- What are the Covid-19 factor winners and losers?
- Are there regional outliers that provide good investment opportunities?
- Which factors are looking cheap or expensive?
- What is the impact of the recent factor rotation on relative valuations?
- The recent P/E expansion has mainly been driven by price, but what is the earnings outlook?
- Which factors are at risk of potential de-valuation, or poised for potential outperformance?

Marlies van Boven, head of investment research, EMEA and Mark Barnes, head of investment research, Americas, will frame their analysis within the context of the adjustment in Factor behavior since the post-COVID regime.

They will also draw upon key findings from our quarterly Market Maps “Factor Forensics” and "Regional Factor Indicator" reports which they author and that are being published before the webinar. These reports are part of a suite that offer timely capital-market analysis and insights for better investment decision-making.
Recorded Apr 28 2021 24 mins
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Presented by
Mark Barnes, head of investment research, Americas and Marlies van Boven, head of investment research, EMEA
Presentation preview: Factor performance and valuations after a turbulent year, for investors globally
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  • Global factor behavior: winners & losers in Q3, for an audience in the Americas Oct 20 2021 6:00 pm UTC 30 mins
    Mark Barnes, head of investment research, Americas; Marlies van Boven head of investment research, EMEA, FTSE Russell
    Join FTSE Russell’s Global Investment Research team for expert analysis and strategic insights on factor behavior and valuations, and answers to the following questions:

    • Which factors benefited from rising inflation expectations and bond yields during the quarter — and which faltered?

    • Where were the biggest divergences in factor behavior regionally?

    • What impact did shifts in industry performance over the quarter affect factor preferences within and across regions?

    The discussion will draw upon key findings from our quarterly Market Maps Regional Factor Indicator report, being published shortly before the webinar.
  • PRI/LSEG COP26: Investor Action on Climate Series - Webinar 6 Oct 20 2021 1:00 pm UTC 150 mins
    LSEG & PRI
    As part of the PRI Digital Conference, the PRI and the LSEG will be co-hosting the sixth and final event in the PRI and LSEG COP26 Investor Action on Climate Series.

    Industrial Transition to Net Zero - How can business and the investment sector come together to achieve global decarbonisation?

    Date: 20 October 2021
    Time: 2:00pm - 4:30 pm BST / 9:00 am – 11:30 am EDT

    Agenda and confirmed speakers

    Series overview
    Sagarika Chatterjee, Director of Climate Change, PRI and COP26 High-Level Champions Finance Lead
    David Harris, Global Head of Sustainable Finance, Data & Analytics, LSEG

    Opening remarks
    Fiona Reynolds, CEO, PRI
    David Schwimmer, CEO, LSEG

    Opening C-Suite panel – The engagement between the finance sector and businesses to support transition and rapid decarbonisation of the economy
    David Schwimmer and Fiona Reynolds are joined by:
    Alison Rose, CEO, NatWest Group
    Renaud Guidée, Group Chief Risk Officer, AXA

    Keynote Speaker
    John Kerry, U.S. Special Presidential Envoy for Climate

    Keynote Speaker
    Commissioner Allison Lee, The Securities and Exchange Commission

    IEA Presentation – setting the scene
    Dr. Fatih Birol, Executive Director, International Energy Agency (IEA)

    Panel: Accelerating commitments and getting the vision right
    Chair: Sagarika Chatterjee, Co-Lead, COP26 High Level Champions Team, & PRI Director of Climate Change
    Anne Simpson, Managing Investment Director, Board Governance & Sustainability, CalPERS & Chair of CA100+
    Rachael Everard, Head of Sustainability, Rolls-Royce
    Jaakko Kooroshy, Head of Sustainable Investing Research, FTSE Russell

    Panel: Driving Action on Climate Change Management & Effective Target Setting
    Chair: Julia Hoggett, CEO, London Stock Exchange
    Adam Matthews, Chief Responsible Investment Officer, Church of England Pensions Board & Chair of TPI
    Claudia A. Bolli, Head Responsible Investing, Swiss Re Management
    Gladys Naylor, Group Head of Sustainable Development, Mondi
  • Global factor behaviour: winners & losers in Q3, for an audience in EMEA Oct 20 2021 9:00 am UTC 30 mins
    Marlies van Boven head of investment research, EMEA and Mark Barnes, head of investment research, Americas; FTSE Russell
    Join FTSE Russell’s Global Investment Research team for expert analysis and strategic insights on factor behaviour and valuations, and answers to the following questions:

    • Which factors benefited from rising inflation expectations and bond yields during the quarter — and which faltered?

    • Where were the biggest divergences in factor behaviour regionally?

    • What impact did shifts in industry performance over the quarter affect factor preferences within and across regions?

    The discussion will draw upon key findings from our quarterly Market Maps Regional Factor Indicator report, being published shortly before the webinar.
  • Global factor behavior: winners & losers in Q3, for an audience in APAC Oct 20 2021 6:00 am UTC 30 mins
    Mark Barnes, head of investment research, Americas; Marlies van Boven head of investment research, EMEA, FTSE Russell
    Join FTSE Russell’s Global Investment Research team for expert analysis and strategic insights on factor behavior and valuations, and answers to the following questions:

    • Which factors benefited from rising inflation expectations and bond yields during the quarter — and which faltered?

    • Where were the biggest divergences in factor behavior regionally?

    • What impact did shifts in industry performance over the quarter affect factor preferences within and across regions?

    The discussion will draw upon key findings from our quarterly Market Maps Regional Factor Indicator report, being published shortly before the webinar.

    Supported by the CFA Institute this webinar qualifies for 0.5 CE credit under the guidelines of the CFA Institute Continuing Education Program
  • US equity market: We analyse Q3. To give you insights for Q4. Oct 19 2021 6:00 pm UTC 60 mins
    Gargi Pal Chaudhuri (BlackRock/iShares); Mark Barnes & Catherine Yoshimoto (FTSE Russell)
    Join us for the inaugural in our new series of "US Equities Performance and Insight" webinars, to hear our expert speakers review core themes and trends in the US equity market. During this session, our panellists will discuss:
    • How have persistent inflationary pressures and rising bond yields in the third quarter affected the Value-Growth rotation?
    • What impact has industry performance had on the Value-Growth rotation?
    • How has the reopening/reflation trade played out in industry performances and small vs large-cap leadership this year?

    During the webinar, we will draw upon key findings from our new quarterly Russell US Indexes Spotlight Report, authored by FTSE Russell's Global Investment Research team and published shortly before the webinar. This report provides a deep-dive into the performance and key market drivers of US equities, viewed through the lens of Russell large-cap (Russell 1000), small-cap (Russell 2000) and Growth and Value indexes.
  • Introducing default adjusted analytics for corporate bonds Recorded: Oct 14 2021 56 mins
    Mikhail Bezroukov, Yield Book; Dominic Tatakis, Yield Book; Preethi Bala Mohan, Credit Research Initiative
    Yield Book has partnered with the Credit Research Initiative (CRI), a non-profit organization under the National University of Singapore, to incorporate their probability of default dataset and create default adjusted analytical measures for the global corporate bond market to address increasing needs for default risk management.

    The webinar will cover:
    • Downloading daily corporate probability of default data, provided by a leading research institute
    • Conducting analysis of your fixed-income portfolio while incorporating the probability of default, using the new default adjusted analytics: default adjusted spread, default adjusted yield, PD implied theoretical price
    • Analyzing fixed income portfolios against benchmarks, with a tracking error adjusted on probabilities of defaults

    Presented by:
    Mikhail Bezroukov, Applied Analytics Lead, Senior Manager, Yield Book, an LSEG business
    Dominic Tatakis, Analytics Product Lead, Quantitative Analyst, Yield Book, an LSEG business
    Preethi Bala Mohan, Research Associate, Credit Research Initiative
  • FTSE ESG Ratings & climate change: Enhancements affecting JSE-listed companies Recorded: Sep 9 2021 61 mins
    Shameela Soobramoney (Johannesburg Stock Exchange); Sarah Williams (FTSE Russell)
    Understanding enhancements to the assessment of climate change management in FTSE’s ESG Ratings.

    Investor focus on climate and transition risk has grown significantly in recent years. In response to this, FTSE Russell has developed a number of data and index tools to better measure and manage these risks. As part of these efforts, FTSE Russell enhanced the way climate change is addressed as part of its ESG Ratings, and this affects JSE-listed companies being assessed as part of the FTSE/JSE Responsible Investment Index series.

    This enhancement was the result of two years of intensive collaboration between FTSE Russell and the Grantham Institute of the London School of Economics in the context of the Transition Pathway Initiative. Adoption of the proposed enhancements has aligned the Climate Change theme with the Transition Pathway Initiative’s Management Quality (MQ) score, which itself uses data inputs from FTSE Russell’s ESG assessment to assess companies’ readiness for transition to a low carbon economy. The enhancement was centred around three key changes in the way the Climate Change theme is scored:
    1. Focus on a distilled set of indicators drawn from the existing theme to calculate a Management Quality score.
    2. Assessing companies on a “staircase”, rather than as a percentage of indicators met.
    3. Importance of carbon intensity relative to peers.

    This enhancement is the latest in a series of changes to the way FTSE Russell assesses climate change management in the ESG model, keeping pace with evolving global standards and investor expectations.

    Join a conversation between experts from FTSE Russell and the Johannesburg Stock Exchange (JSE) as they discuss:
    • The climate disclosure landscape
    • FTSE Russell’s ESG Ratings and data model, with particular focus on the changes to the climate change theme
    • The performance of South African companies on the basis of their ESG scores
    • The performance of the FTSE/JSE Responsible Investment Indexes
  • Solving an ESG paradox – targeting high ESG and low carbon in the UK market Recorded: Aug 20 2021 35 mins
    Michael Ridley & Bhavick Patel (HSBC Asset Management); Sergiy Lesyk (FTSE Russell)
    UK equity investors are looking for benchmarks that have high ESG, low carbon reserves and low carbon emissions intensity metrics.

    However, many constituents of the FTSE UK Index have high ESG scores with relatively high carbon emissions—a seemingly paradoxical issue. Our recent research paper discusses the index that seeks to resolve this issue, and also addresses:

    The challenges of finding stocks with higher ESG scores and lower carbon emission intensities.

    How a simple construction methodology that simultaneously tilts away from carbon intensive stocks and toward stocks with higher ESG ratings can meet demand for index solutions that incorporate precise Low Carbon and ESG outcomes.

    Please join us for an educational webinar, led by Sergiy Lesyk, director of research at FTSE Russell, Michael Ridley, director of responsible investment at HSBC Asset Management and Bhavick Patel, head of UK ETF sales at HSBC Asset Management.

    The panel will examine the specifics of the UK market, index methodology and construction, and a discussion about how the FTSE ESG Low Carbon Select Index Series was developed to meet market needs.

    *** Please note that this webinar is addressed exclusively to professional investors in the UK and/or jurisdictions where HSBC funds or products are approved for distribution. ***
  • 債券ポートフォリオ分析におけるESGインテグレーション Recorded: Aug 11 2021 60 mins
    FTSE Russell, リフィニティブ
    グローバルのサステナブル投資における債券資産残高は年々増加しています。国内でもグリーンボンド市場の発展やESGを考慮した債券投資の拡大が今後加速する可能性があります。それに伴い、従来の金利リスク、クレジットリスクや流動性リスクに加え、ESGリスクも考慮したポートフォリオ分析のインテグレーションの重要性も高まっています。

    このたびロンドン証券取引所グループ傘下のイールドブックは、伝統的な債券のリスク分析手法に、同グループ傘下のリフィニティブが提供するESGデータを追加し、社債を対象にESG投資分析を支援するサービスを開始しました。先にリリースした弊グループ傘下のビヨンド・レーティングスのソブリンを対象とする気候リスクおよびESGデータ・サービスに続くリリースとなります。

    さて8月11日(水)午後4時より、イールドブックとリフィニティブの共催によるウェビナー開催することとなりましたのでご案内申し上げます。本ウェビナーは約60分を予定しています。参加費は無料です。是非多くの皆様のご参加をお待ちしています。

    • リフィニティブESGデータのご紹介 - リフィニティブ・ジャパン シニア・ソリューション・コンサルタント 山口 博子
    リフィニティブが提供するESGデータの概要と特徴について解説します
    • ESG指標を考慮した債券ポートフォリオ分析 - FTSE Russell ヴァイスプレジデント 斎藤 千恵
    国債・社債クラスを対象とするESG指標および気候変動のリスク指標、対ベンチマーク比較分析機能等をイールドブック製品のデモンストレーションを交えてご紹介します
  • 中国国債投資のアウトルックと市場アクセス – ETF投資のメリットについて Recorded: Jul 28 2021 58 mins
    FTSE Russell、CSOPアセットマネジメント、シンガポール取引所
    中国は世界第2位の債券市場であり、国際投資家による中国債券市場への投資需要は増え続けています。
    2020年9月21日には、資産運用会社CSOPアセットマネジメントによって、FTSE Russellの中国国債インデックスを参照する画期的なETFがシンガポール取引所(SGX)に上場されています。

    本ETFは、FTSE Russellがシンガポール取引所との間で、アジアおよび新興市場の単一国および地域の株式デリバティブ、ならびにETF商品で幅広いインデックスデリバティブを共同開発する長期的な戦略的パートナーシップを発表した後、最初に上場されたETFです。

    中国の債券市場と画期的な上場ETFについてご紹介する当オンラインセミナーに是非ご参加ください。 CSOPアセットマネジメント、シンガポール取引所(SGX)、およびFTSE Russellの専門家が、以下の議題についてお話しいたします。

    ● 開会のご挨拶 – FTSE Russell日本代表 多湖理
    ● 世界国債インデックス採用決定後の中国国債市場の進展と展望 – FTSE Russell リレーションシップ・マネジメント シニア・ディレクター 売野隆一
    ● 中国国債投資への道標– CSOPアセットマネジメント 日本オフィス代表 Mandy, Fan Liang
    ● シンガポール取引所経由での中国債券市場アクセス – シンガポール取引所 東京事務所 Associate Director 興津宏
    ● Q&A
    ● 閉会のご挨拶 – シンガポール取引所 東京事務所代表 與利博
  • Global factor performance & behaviour in Q2: Key divergences - cause and effect Recorded: Jul 21 2021 59 mins
    Marlies van Boven, FTSE Russell | Mark Barnes, FTSE Russell
    Join FTSE Russell’s Global Investment Research team for their quarterly “Global Factor Performance and Insight” webinar.

    During the session, being moderated by Brendan Maton of IPE, our presenters will provide valuable insights on factor behaviour and valuations in Q2. They will delve into the significant global divergence in factor performance compared to the first quarter and answer the following questions:

    – Where have we seen factor outperformance “cooling off”, or rebound?
    – Which factors are more attractively valued relative to their benchmarks?
    – How has factor behaviour differed across regions in 2021?
    – What is the impact of regional differences during COVID surges ?
    – How has factor exposure of Momentum changed?
    – What is the correlation between the economic outlook and factor performance?
  • Achieving scale in active ownership and engagement through index investing Recorded: Jul 8 2021 47 mins
    FTSE Russell, an LSEG business
    There is a growing realization that combining index investing and sustainability engagement is not only possible but can reinforce and mobilize significant global assets under management to enable collaborative engagement. Passive investment has the potential to influence and achieve changes in corporate practices and strategies leading to real world impact through linking engagement to transparent capital re-allocation.

    Join us to hear more about:

    • explore the evolution of ESG engagement and passive investing
    • the role of index providers in marrying passive investing and scalable engagement
    • the growth in the use of sustainability indexes by asset owners
    • why shareholder engagement remains important
    • why historically, passive investing and sustainability engagement were deemed to be at best challenging, at worst incompatible, and what the ‘new’ landscape looks like

    Confirmed speakers:

    • Faith Ward, Chief Responsible Investment Officer, Brunel Pension Partnership
    • David Harris, Global Head of Sustainable Finance, Data & Analytics, LSEG
    • Sylvain Chateau, Co-Founder, Beyond Ratings / Global Head of SI Product Management, LSEG
  • The sukuk market: growing, underserved and resilient in the COVID crisis Recorded: Jul 6 2021 42 mins
    Mohamed Mokhtar, IdealRatings / Redha Al Ansari, LSEG / Lydia Hamill, FTSE Russell
    The sukuk market has grown considerably over the past decade, with several reasons driving the increased demand for global shariah-compliant bonds. Notably among these growth drivers is the global sukuk market’s track record of delivering strong risk-adjusted returns relative to other emerging market bonds - particularly during the COVID-19 crisis.

    However, while many signs point to continued sukuk market growth, shariah-compliant investment product offerings are sparse - resulting in a significant gap between demand and supply. As demand grows, it’s important for investors to have an effective benchmark for measuring or passively tracking the sukuk market.

    Join us on 6 July to hear more about the newly launched FTSE IdealRatings Broad US Dollar Sukuk Index, which is powered by Refinitiv data and expands this constituent universe to include high-yield and non-rated sukuk as well as investment-grade.

    Confirmed speakers:
    • Mohamed Mokhtar, VP, IdealRatings
    • Redha Al Ansari, Head of Islamic Finance Research, LSEG
    • Lydia Hamill, Senior Associate, Fixed Income & Multi-Asset Index Product Management, FTSE Russell
  • Webinar 5 - Shifting the trillions: what data is needed? Recorded: Jun 29 2021 108 mins
    LSEG & PRI
    We would like to invite you to the LSEG and PRI COP26: Investor Action on Climate Series, a series of major global online events aimed at building momentum on action on climate change by the investment industry ahead of COP26 Climate Summit.

    Webinar 5, 'Shifting the trillions: what data is needed?' is the penultimate webinar in the series building momentum ahead of COP26 and will focus on what investors need to re-allocate capital.

    Date: 29 June 2021
    Time: 9:15 am - 11:15 am BST / 4:15 pm - 6:15 pm HKT

    AGENDA

    Webinar moderator: Sagarika Chatterjee, Director of Climate Change, PRI and COP26 High-Level Champions Finance Lead

    Opening remarks
    Fiona Reynolds, CEO, PRI
    Arne Staal, Incoming CEO of FTSE Russell, Group Head of Benchmarks and Indices, LSEG

    Keynote: GPIF’s ESG Investing and the Importance of Climate Data
    Masataka Miyazono, President, GPIF

    Keynote: Driving innovation in climate finance, data, analytics and markets
    Ravi Menon, Managing Director, Monetary Authority of Singapore

    Panel - Climate Reporting Global Standardisation State of Play
    Moderator: Jack Ehnes, CEO, CalSTRS
    Clara Barby, Chief Executive, Impact Management Project
    Sarah Williamson, CEO, FCLTGlobal; Board Member, Value Reporting Foundation; and Co-Chair World Economic Forum Global Future Council on Investing
    Matthew Swinehart, Director of the Office of International Financial Markets at U.S Department of the Treasury

    UN Sustainable Stock Exchange Model Climate Reporting Guidance for exchanges
    Shameela Soobramoney, Chief Sustainability Officer, JSE
    David Harris, Global Head of Sustainable Finance, Data & Analytics, LSEG

    Panel – What investors need from regulators to enable capital reallocation – standards, taxonomies, disclosure, consistency
    Moderator: Nathan Fabian, Chief Responsible Investment Officer, PRI
    Steve Waygood, Chief Responsible Investment Officer, Aviva Investors
    Katie Beith, Senior Investment Strategist, Responsible Investment, NZ Super Fund
  • How stretched are US equity valuations? Recorded: Jun 23 2021 48 mins
    Kristy Akullian & Amy Whitelaw (BlackRock); Mark Barnes & Catherine Yoshimoto (FTSE Russell)
    Russell US reconstitution & US equity valuations - iShares and FTSE Russell discuss the rising tide of the recovery

    Every year in June, all eyes are on the Russell US Indexes reconstitution. Not only in the interest of rebalancing assets that track them, but also for the story it tells about the preceding year in US equity markets.

    And while the 2020 reconstitution narrative was largely about divergent markets where small caps got smaller and large caps got bigger, the 2021 story is about widespread market recovery across all size segments.

    Rising tide of the recovery lifted all boats -

    In 2021, the breakpoint between the Russell large cap and small cap size segments climbed to its highest value ever, bouncing back from the slight dip it took in 2020 to reach $5.2 billion. Perhaps the most evident reason behind the breakpoint increase is strong US equity market performance and the recovery after the onset of the pandemic roiled markets in March 2020.

    So how stretched are US equity valuations? Our panel of experts from BlackRock/iShares and FTSE Russell will discuss valuation levels, growth/value tilts and current market opportunities.

    *** This webcast is for financial professionals based in the US or sophisticated market participants interested in ETF education. ***
  • Introducing ESG analytical tools for corporate bond & multi-class fixed income Recorded: Jun 22 2021 60 mins
    Katie Prideaux, Dr. Barnabas Acs, and Maryse Gordon
    The Data & Analytics division of London Stock Exchange Group (LSEG) is delighted to announce the addition of Refinitiv’s ESG dataset to Yield Book’s leading fixed income analytics platform, enabling analysis of Corporate bonds alongside Beyond Rating’s extensive dataset focused on Sovereigns.

    Join us on June 22nd at 10:00 a.m. ET to learn how sustainability can be easily and flexibly incorporated as part of the investment-making decision process across your fixed income portfolios.

    The webinar will cover:
    • Conduct deep analysis of multi-class fixed income portfolios from a sustainability perspective, with transparency into 500+ indicators across corporates and sovereigns
    • Analyze multi-class fixed income portfolios against benchmarks, including optimization of portfolios for ESG impact as well as maximizing expected yield
    • Demonstrate reporting capabilities, to align with the most common requests for regulatory and impact reports for clients.

    Presented by:
    Katie Prideaux, Fixed Income Analytics Specialist, Sustainable Investment Lead, Yield Book
    Dr. Barnabas Acs, Global Director, Sustainable Finance, Refinitiv
    Moderated by: Maryse Gordon, Business Development Manager, Analytics, LSEG
  • マーケットアウトルックQ2:インフレリスクとマルチアセットインフラ指数 Recorded: Jun 16 2021 33 mins
    田村浩道、FTSE Russell グローバルインベストメントリサーチ・ヘッド, APAC
    FTSE Russellのグローバルインベストメントリサーチより、2021年第2四半期のアウトルックをお届けします。

    足元のグローバル株式相場における注目点は、引き続き「インフレリスク」だと考えられます。このインフレリスクをどう考えるべきか論点を整理し、想定環境で注目すべき資産クラスであるマルチアセットインフラ指数についてもご紹介いたします。
    ・インフレリスク: 2011年と同じ結果になるのか
    ・FRBの動向とリスク選好の動き
    ・インフレ下でのバリュエーション: 過去の事例
    ・FTSE Russellのマルチアセットインフラ指数
  • Agency CMBS: Yield Book’s models & tools for analyzing Ginnie Mae Project Loans Recorded: Jun 15 2021 37 mins
    David Craft, Tadvana Narayanan, Luke Lu, and Loy Weng from Yield Book, LSEG
    Please join us for this live webinar with Q&A on Agency CMBS. Ginnie Mae Project Loans (GNPL), one of the core Agency CMBS product types, saw record issuance in 2020. To help customers quantify risk and return, Yield Book has developed behavioral models and tools to analyze this growing segment.

    The webinar will cover:
    ˗ Yield Book’s GNPL prepayment model
    ˗ Price/yield analysis for GNPL including loan-level prepay/loss overrides
    ˗ Rate shocks, prepayment dials, and macroeconomic overlays
    ˗ Creating new-issue GNPL deals using the Yield Book Structuring Tool

    Presented by: David Craft, Senior Vice President, Analytics Sales; Tadvana Narayanan, CMBS & ABS Senior Product Manager;
    Luke Lu, Director, CMBS and CLO Research and Modelling; and Loy Weng, Senior Manager, CMBS Model Quantitative Developer, Research
  • Russell US recon: Mitigating risk with derivatives Recorded: Jun 11 2021 61 mins
    Kevin Davitt (Cboe Options Institute); Giovanni Vicioso (CME Group); Catherine Yoshimoto & Mark Barnes (FTSE Russell)
    Russell US reconstitution & the role of derivatives explained by experts from Cboe and CME Group.

    Performed annually, Russell Reconstitution fully realigns the widely-followed Russell US Indexes to ensure they continue to accurately reflect the US equity market and its size and style segments.

    Changes that are captured during this process include shifts in market capitalization, sector composition, company rankings, and style orientation.

    Company market capitalization as of the close of the US market on rank day (Friday, May 7, 2021) will be used to determine Russell US Index membership. Reconstitution will be effective after the US market close on Friday, June 25 and reflected within the open deliverables dated Monday, June 28.

    During this period of adjustments, how can investors mitigate exposure risk? Join experts from Cboe, CME Group and FTSE Russell as they discuss opportunities to manage risk around Russell Recon.

    *** This webcast is for financial professionals or sophisticated market participants interested in derivatives education. ***
  • Global equities and fixed income markets outlook. Waiting for the Fed to blink. Recorded: Jun 9 2021 24 mins
    Philip Lawlor, MD, and Head of Global Investment Research at FTSE Russell, LSEG
    Waiting for the Fed to blink - what is priced in?

    Join our webinar for analysis on global equity and fixed income markets, as they confront the impact of surging inflation (a 2011 replay?), concerns about excess stimulus and a shift in guidance by Central Banks.

    Philip Lawlor, MD, and Head of Global Investment Research at FTSE Russell will examine drivers of risk appetite, including:

    • Growth and inflation expectations
    • Financial conditions
    • The profit and valuation cycle
    • Factor rotation
    • The status of market sentiment.
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  • Title: Factor performance and valuations after a turbulent year, for investors globally
  • Live at: Apr 28 2021 2:00 pm
  • Presented by: Mark Barnes, head of investment research, Americas and Marlies van Boven, head of investment research, EMEA
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