Introducing GIVI: The S&P Global Intrinsic Value Index

Priscilla Luk

affiliation not provided to SSRN

Xiaowei Kang

Standard & Poor's

Frank Luo

Standard & Poor's

May 18, 2012

Launched in March 2012, the S&P GIVI (Global Intrinsic Value Index) is a rules-based, global equity strategy index designed to capture two well- documented, persistent anomalies in the equity markets – namely, the low- volatility and value anomalies. The S&P GIVI tries to deliver – in a single index – both lower volatility and an alternative stock weighting scheme, whereby each stock is weighted by its intrinsic value, rather than its market capitalization.

Number of Pages in PDF File: 38

Keywords: Low Volatility, Value Investing, Alternative Weighting, Index, Intrinsic Value

JEL Classification: G11

working papers series

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Date posted: May 22, 2012  

Suggested Citation

Luk, Priscilla and Kang, Xiaowei and Luo, Frank, Introducing GIVI: The S&P Global Intrinsic Value Index (May 18, 2012). Available at SSRN: http://ssrn.com/abstract=2062468 or http://dx.doi.org/10.2139/ssrn.2062468

Contact Information

Priscilla Luk
affiliation not provided to SSRN ( email )
Xiaowei Kang
Standard & Poor's ( email )
London EC2M 7NJ
United Kingdom
Frank Luo (Contact Author)
Standard & Poor's ( email )
55 Water Street
New York, NY 10041
United States
212-438-5057 (Phone)
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