BM&F, S&P DJI Launch First Co-Branded Indexes

Five smart beta indexes focus on volatility, quality and value.

alex-matturri

The first indexes created under the agreement are a family of smart beta indexes that include the S&P Bovespa Low Volatility Index that tracks the top 20 percent of Brazilian equities with lowest volatility; the S&P Bovespa Inverse-Risk Weighted Index, which measures stock performance based on the inverse of their volatility; the S&P Bovespa Quality Index, which measures the performance of the top 20 percent of stocks based on a proprietary "quality score" calculated using factors such as return

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