Posts tagged as:

RWL

Five Twists On S&P 500 ETFs

by Michael Johnston on October 27, 2009

The S&P 500 is one of the most widely-followed benchmarks in the world, a bellweather of the American economy that is included in the Index of Leading Indicators. Composed of 500 of the largest stocks listed in the U.S. (as well as a handful of non-U.S. companies), the S&P 500 has a weighted average market capitalization of approximately $80 billion, and includes companies across all sectors of the economy. [click to continue…]

{ Comments on this entry are closed }

Weighting Methodologies: An ETF Report Card

by Michael Johnston on October 27, 2009

Advisors and individuals who favor a tactical asset allocation to investing have historically analyzed broad macroeconomic trends and statistics to identify asset classes and sectors poised deliver strong returns. In the early days of the ETF industry, this meant homing in on a certain sector or style and picking the fund that tracked that segment.

But as the landscape has continued to evolve, asset class and investment style aren’t the only decisions investors face. Market capitalization weightings were once the only game in town, but in recent years alternative weighting methodologies have become more popular among investors who find flaws in a strategy that gives the most weight to the biggest companies. [click to continue…]

{ Comments on this entry are closed }

Talking Revenue-Weighting, Alpha-Generating ETFs With Sean O’Hara

by Michael Johnston on September 16, 2009

Sean O’Hara is the President of RevenueShares Investor Services. He recently took time out of his busy schedule to talk about weighting methodologies, alpha, and more with ETF Database.

{ Comments on this entry are closed }

Citi Rebalancing Highlights Benefits of Revenue Weighted ETFs

by Michael Johnston on August 7, 2009

When Citigroup (C) agreed months ago to accept federal bailout money, the move came with more than a few strings attached. And now one of those strings is pulling on traditional market capitalization-weighted equity indexes, as well as the ETFs that track them, to make some interesting moves. Despite a relatively stable share price, Citi’s [...]

{ Comments on this entry are closed }

Revenue-Weighted ETFs: A New Twist On an Old Drink

by Michael Johnston on June 24, 2009

As ETFs have become the investment vehicle of choice for an increasing number of asset managers and individual investors, the landscape continues to evolve, sometimes seemingly on a daily basis. The first ETFs to burst onto the scene generally tracked traditional asset classes and indexes. And while these “plain vanilla” funds remain among the most [...]

{ Comments on this entry are closed }