Index trends outlined in research documents

A series of White Papers and other published documents from index manufacturers such as S&P Indices and MSCI illustrate the ongoing changes in demand for certain alternative types of indices.

The research documents can be obtained by clicking on the following links:

Beating the Benchmark

Intrinsic Value

Incorporating Risk Premia Mandates in a Strategic Case Study

Harvesting Risk Premia with Strategy Indices

 

Data trends

One of the trends that may be affecting development of indices is buying patterns of investors in Europe.

Lipper points to absolute return funds as one of those areas that can serve as a litmus test of the direction index manufacturers may need to increasingly turn, as regards their own product development.

Absolute return fund sales in Europe
Estimated net sales in € million 2006 2007 2008 2009 2010 2011 Jan-Apr 12
Bond15,531.54-3,471.21-17,222.246,543.6411,542.20-2,438.13-63.16
Equity7,265.226,893.04-4,229.884,274.383,533.041,576.261,347.66
Mixed Assets20,435.4110,083.68-10,936.335,765.5315,469.058,028.504,532.62
Others17,129.59-17,463.63-23,248.63405.67-2,280.93-3,722.51-579.47

 Source: Lipper

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