These indices help reduce the risk of outsized exposure to individual stocks within an equity universe. This metric gauges the concentration level of an index, indicating how many stocks are driving ...
From prior work, we know that stocks’ bid-ask spreads tend to widen as their value traded falls. The same is basically true as market cap falls, too, as larger stocks tend to trade more (in dollars, ...
Goldman Sachs believes market concentration will be a serious problem for the S&P 500 in the next decade, such that the index will return an average of just 3% annually. The Goldman analysts estimate ...
Index Funds is based in Denver, CO, and is the manager of INDEX. Index Funds S&P 500 Equal Weight made its debut in April of 2015, and since then, INDEX has accumulated about $125.61 million in assets ...
BENGALURU, Aug 13 (Reuters) - India's weight on the MSCI Global Standard index, which tracks emerging market stocks, has risen to another record high, which is likely to attract inflows of about $3 ...
The S&P 500's equal-weight index, which seeks to minimize the influence of megacap technology stocks, has been outperforming its tech-heavy alternative. The equal-weight index was down about 3.5% ...
How can we assess concentration levels in a given index? A popular way to measure concentration levels in an index is by looking at the “effective” number of stocks in an index (also known as the ...