S&P rebalanced its style indexes in December, and the shuffle caused substantial turnover. The Value index now includes a sizeable swath of mega-cap tech companies, and this changing membership significantly affects the relative valuation metrics that defined those styles.
Mar
06
2023
Research Preview: I Own What?!
tags
Style Reconstitution S&P 500 Growth Index S&P 500 Value Index Style Spreads Growth Vs. Value Index RebalancingLogin
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