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Index Rebalancing

Feb 06 2020
Stock Market

Index Rebalance Effect—A Disappearing Anomaly?

  • Feb 6, 2020
Index Rebalance Effect—A Disappearing Anomaly?

In the past we’ve made the observation that adding/deleting stocks to/from a popular index can have a profound impact on the target stocks’ short-term trading volume and performance.

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April 2020
Volume 40
No 4

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Valuations (265) S&P 500 (301) Small Caps (139) Median Stock (1) Mid Caps (29) Bear Market (96) Momentum (167) Bear Market Low (1) Market Bottoms (1) Momentum Oscillators (2) Value (101) Dispersions (1) Value/Growth Ratio (1) Factor Performance (6) Downside (44) 10-Year Treasurys (22) Dividend Yield (1) Yields (13) Risk Aversion Index (75) Yield Curve (64)