So interesting, however those that they keep in I wonder how many of those are just "value companies". Would need to look at the study to understand the data treatment but interesting stuff.
Would be interesting to read about the discretionary component of other indices,e.g: MSCI. And also: are there any ETFs in the market following purely "rule based indices" without this discretionary component? Any info on that?
So interesting, however those that they keep in I wonder how many of those are just "value companies". Would need to look at the study to understand the data treatment but interesting stuff.
Would be interesting to read about the discretionary component of other indices,e.g: MSCI. And also: are there any ETFs in the market following purely "rule based indices" without this discretionary component? Any info on that?
Hi Christian, in short, the FTSE/Russell indices are almost purely rule-based, while MSCI has large discretionary component.