38 Pages Posted: 22 May 2012
Date Written: 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.
Keywords: Low Volatility, Value Investing, Alternative Weighting, Index, Intrinsic Value
JEL Classification: G11
Suggested Citation: 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: https://ssrn.com/abstract=2062468 or http://dx.doi.org/10.2139/ssrn.2062468